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Bar Received

BarReceived dataclass

Bases: EventBase

Event representing the reception of a completed market data bar.

This event represents a time-aggregated bar as received from a market data source or produced by a resampling process.

Field Type Semantics
ts_event_ns int Time at which the bar was observed by the system, as UTC epoch nanoseconds.
ts_created_ns int Time at which the event object was created, as UTC epoch nanoseconds.
symbol str Identifier of the traded instrument.
bar_period models.data.BarPeriod Time interval represented by the bar.
open float Opening price of the bar period.
high float Highest traded price during the bar period.
low float Lowest traded price during the bar period.
close float Closing price of the bar period.
volume int or None Traded volume during the bar period, if available.
Source code in src/onesecondtrader/events/market/bar_received.py 
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@dataclasses.dataclass(kw_only=True, frozen=True)
class BarReceived(events.EventBase):
    """
    Event representing the reception of a completed market data bar.

    This event represents a time-aggregated bar as received from a market data source or produced by a resampling process.

    | Field           | Type                     | Semantics                                                                   |
    |-----------------|--------------------------|-----------------------------------------------------------------------------|
    | `ts_event_ns`   | `int`                    | Time at which the bar was observed by the system, as UTC epoch nanoseconds. |
    | `ts_created_ns` | `int`                    | Time at which the event object was created, as UTC epoch nanoseconds.       |
    | `symbol`        | `str`                    | Identifier of the traded instrument.                                        |
    | `bar_period`    | `models.data.BarPeriod`  | Time interval represented by the bar.                                       |
    | `open`          | `float`                  | Opening price of the bar period.                                            |
    | `high`          | `float`                  | Highest traded price during the bar period.                                 |
    | `low`           | `float`                  | Lowest traded price during the bar period.                                  |
    | `close`         | `float`                  | Closing price of the bar period.                                            |
    | `volume`        | `int` or `None`          | Traded volume during the bar period, if available.                          |
    """

    symbol: str
    bar_period: models.BarPeriod
    open: float
    high: float
    low: float
    close: float
    volume: int | None = None