ccdata_api::schemas::data_api::futures

Struct CCFuturesOHLCV

Source 
pub struct CCFuturesOHLCV {
Show 41 fields
    pub unit: String,
    pub timestamp: i64,
    pub type_: String,
    pub market: String,
    pub instrument: String,
    pub mapped_instrument: String,
    pub index_underlying: String,
    pub quote_currency: String,
    pub settlement_currency: String,
    pub contract_currency: String,
    pub denomination_type: String,
    pub index_underlying_id: i32,
    pub quote_currency_id: i32,
    pub settlement_currency_id: i32,
    pub contract_currency_id: i32,
    pub transform_function: String,
    pub open: f64,
    pub high: f64,
    pub low: f64,
    pub close: f64,
    pub first_trade_timestamp: i64,
    pub last_trade_timestamp: i64,
    pub first_trade_price: f64,
    pub high_trade_price: f64,
    pub high_trade_timestamp: i64,
    pub low_trade_price: f64,
    pub low_trade_timestamp: i64,
    pub last_trade_price: f64,
    pub total_trades: i64,
    pub total_trades_buy: i64,
    pub total_trades_sell: i64,
    pub total_trades_unknown: i64,
    pub number_of_contracts: i64,
    pub volume: f64,
    pub quote_volume: f64,
    pub volume_buy: f64,
    pub quote_volume_buy: f64,
    pub volume_sell: f64,
    pub quote_volume_sell: f64,
    pub volume_unknown: f64,
    pub quote_volume_unknown: f64,

}
Expand description

Futures: Historical OHLCV+

Fields§

§unit: String

The level of granularity (e.g. MINUTE / HOUR / DAY).

§timestamp: i64

The timestamp, in seconds, of the histo period. This refers to the first timestamp of the unit under consideration, not the last (e.g. for daily data the timestamp will refer to 00:00 GMT/UTC).

§type_: String

Type of the message.

§market: String

The market / exchange under consideration (e.g. bitmex, deribit, ftx, etc).

§instrument: String

The unmapped instrument ID.

§mapped_instrument: String

The mapped instrument ID, derived from our mapping rules.

§index_underlying: String

The mapped index underlying asset.

§quote_currency: String

The mapped to asset quote / counter symbol / coin (e.g. USD). Only available on instruments that have mapping.

§settlement_currency: String

The currency that the contract is settled in (e.g. USD). Only available on instruments that have mapping.

§contract_currency: String

The currency that the contract size is denominated in (e.g. USD). Only available on instruments that have mapping.

§denomination_type: String

VANILLA = (SETTLEMENT_CURRENCY = QUOTE_CURRENCY), INVERSE = (SETTLEMENT_CURRENCY = INDEX_UNDERLYING), QUANTO (SETTLEMENT_CURRENCY != INDEX_UNDERLYING or QUOTE_CURRENCY).

§index_underlying_id: i32

Represents the internal CCData ID for the index underlying asset (e.g., 1). This ID is unique and immutable, ensuring consistent identification. Applicable only to instruments with a mapping.

§quote_currency_id: i32

Represents the internal CCData ID for the asset quote / counter symbol / coin (e.g. 5). This ID is unique and immutable, ensuring consistent identification. Applicable only to instruments with a mapping.

§settlement_currency_id: i32

Represents the internal CCData ID for the currency that the contract is settled in (e.g. 5). This ID is unique and immutable, ensuring consistent identification. Applicable only to instruments with a mapping.

§contract_currency_id: i32

Represents the internal CCData ID for the currency that the contract size is denominated in (e.g. 5). This ID is unique and immutable, ensuring consistent identification. Applicable only to instruments with a mapping.

§transform_function: String

The transform function. This is the function we apply when we do mapping to change values into easier human readable ones and to make sure the mapped direction BASE - QUOTE is constant accross all instruments.

§open: f64

The open price for the historical period, based on the closest trade before the period start.

§high: f64

The highest trade price of the historical period. If there were no trades in the period, the open price will be taken as the highest.

§low: f64

The lowest trade price of the historical period. If there were no trades in the period, the open price will be taken as the lowest.

§close: f64

The price of the last trade of the historical period. If there were no trades in the period, the open price will be taken as the close.

§first_trade_timestamp: i64

The timestamp, in seconds, of the first trade of the time period. Only available when there is at least one trade in the time period.

§last_trade_timestamp: i64

The timestamp, in seconds, of the last trade of the time period. Only available when there is at least one trade in the time period).

§first_trade_price: f64

The price of the first trade of the time period. Only available when there is at least one trade in the time period.

§high_trade_price: f64

The highest trade price of the time period. Only available when there is at least one trade in the time period.

§high_trade_timestamp: i64

The timestamp, in seconds, of the highest trade in this time period. Only available when there is at least one trade in the time period.

§low_trade_price: f64

The lowest trade price of the time period. Only available when there is at least one trade in the time period.

§low_trade_timestamp: i64

The timestamp, in seconds, of the lowest trade of the time period. Only available when there is at least one trade in the time period.

§last_trade_price: f64

The price of the last trade of the period. Only available when there is at least one trade in the time period.

§total_trades: i64

The total number of trades that occurred in the time period. If there were no trades in the time period, 0 will be given.

§total_trades_buy: i64

The total number of BUY trades that occurred in the in time period.

§total_trades_sell: i64

The total number of SELL trades that occurred in the time period.

§total_trades_unknown: i64

The total number of UNKNOWN trades that occurred in the time period.

§number_of_contracts: i64

The sum of all the trade number of contracts for the time period. If there were no trades in the time period, 0 will be given.

§volume: f64

The sum of all the trade volumes in the from asset (base symbol / coin) for the time period. If there were no trades in the time period, 0 will be given.

§quote_volume: f64

The sum of all the trade volumes in the To asset (quote/counter symbol/coin) for the time period. If there were no trades in the time period, 0 will be given.

§volume_buy: f64

The sum of all the BUY trade volumes in the from asset (base symbol / coin) for the time period.

§quote_volume_buy: f64

The sum of all the BUY trade volumes in the To asset (quote/counter symbol/coin) for the time period.

§volume_sell: f64

The sum of all the SELL trade volumes in the from asset (base symbol / coin) for the time period.

§quote_volume_sell: f64

The sum of all the SELL trade volumes in the To asset (quote/counter symbol/coin) for the time period.

§volume_unknown: f64

The sum of all the UNKNOWN trade volumes in the from asset (base symbol / coin) for the time period.

§quote_volume_unknown: f64

The sum of all the UNKNOWN trade volumes in the To asset (quote/counter symbol/coin) for the time period.

Trait Implementations§

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impl Debug for CCFuturesOHLCV

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for CCFuturesOHLCV

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

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