Class: Dtn::Messages::Historical::DailyWeeklyMonthly

Inherits:
MessageWithSimpleParser show all
Defined in:
lib/dtn/messages/historical/daily_weekly_monthly.rb

Overview

High timeframe Bar representation

Class Method Summary collapse

Methods inherited from MessageWithSimpleParser

parse, #termination?

Methods inherited from Dtn::Message

#callback_name, callback_name, parse

Class Method Details

.fields ⇒ Object 



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# File 'lib/dtn/messages/historical/daily_weekly_monthly.rb', line 9

def fields
  @fields ||= {
    request_id: :to_i,
    timestamp: :to_datetime,
    high: :to_f,
    low: :to_f,
    open: :to_f,
    close: :to_f,
    period_volume: :to_i,
    open_interest: :to_i
  }
end