Bar

Bar represents OHLCV price and volume data for a specific BarType. Bars can be provided externally by a venue or data provider, aggregated internally from quote or trade ticks, or aggregated from smaller bars.

Fields

Field	Rust type	Python type	Required/default	Notes
bar_type	BarType	BarType	Required	Instrument, aggregation, price type, and source.
open	Price	Price	Required	First price in the bar interval.
high	Price	Price	Required	Highest price in the bar interval.
low	Price	Price	Required	Lowest price in the bar interval.
close	Price	Price	Required	Last price in the bar interval.
volume	Quantity	Quantity	Required	Traded volume or tick‑volume proxy.
ts_event	UnixNanos	int	Required	Bar event timestamp in nanoseconds.
ts_init	UnixNanos	int	Required	Initialization timestamp in nanoseconds.

Behavior

• high must be greater than or equal to open, low, and close.
• low must be less than or equal to open and close.
• bar_type determines whether a bar is internal or external.
• Composite bar types use @ syntax to identify the source bar type.

Example

use nautilus_core::UnixNanos;
use nautilus_model::{
    data::{Bar, BarType},
    types::{Price, Quantity},
};

let bar = Bar::new(
    BarType::from("AUD/USD.SIM-1-MINUTE-LAST-EXTERNAL"),
    Price::from("0.65000"),
    Price::from("0.65010"),
    Price::from("0.64990"),
    Price::from("0.65005"),
    Quantity::from("1000000"),
    UnixNanos::from(1_000_000_000),
    UnixNanos::from(1_000_000_100),
);

from nautilus_trader.model import Bar
from nautilus_trader.model import BarType
from nautilus_trader.model import Price
from nautilus_trader.model import Quantity

bar = Bar(
    bar_type=BarType.from_str("AUD/USD.SIM-1-MINUTE-LAST-EXTERNAL"),
    open=Price.from_str("0.65000"),
    high=Price.from_str("0.65010"),
    low=Price.from_str("0.64990"),
    close=Price.from_str("0.65005"),
    volume=Quantity.from_int(1_000_000),
    ts_event=1_000_000_000,
    ts_init=1_000_000_100,
)

Related guides

• Bars and aggregation covers aggregation methods.
• Bar types explains BarType string syntax.
• Python API Reference lists Python members.