Struct FuturesInstrumentMetadata 

pub struct FuturesInstrumentMetadata {

    pub metadata_version: i32,
    pub instrument_status: String,
    pub first_seen_on_polling_ts: i64,
    pub last_seen_on_polling_ts: i64,
    pub instrument: String,
    pub instrument_mapping: FuturesInstrumentMapping,
    pub instrument_external_data: String,
    pub instrument_available_on_instruments_endpoint: bool,
    pub index_id: String,
    pub index_underlying: String,
    pub quote_currency: String,
    pub settlement_currency: String,
    pub denomination_type: String,
    pub contract_currency: String,
    pub contract_size: f64,
    pub tick_size: f64,
    pub delivery_method: String,
    pub contract_term: String,
    pub contract_creation_ts: i64,
    pub contract_expiration_ts: Option<i64>,
    pub first_ob_l2_minute_snapshot_t2s: i64,
    pub last_ob_l2_minute_snapshot_ts: i64,
}

Fields

metadata_version: i32

The version of metadata, used for version conversions/migrates.

instrument_status: String

The status of the instrument, we only poll / stream / connect to the ACTIVE ones, for the RETIRED / IGNORED / EXPIRED / READY_FOR_DECOMMISSIONING means we no longer query/stream data.

first_seen_on_polling_ts: i64

This is the first time instrument was seen on instrumentListSourceType POLLING.

last_seen_on_polling_ts: i64

This is the last time instrument was seen on instrumentListSourceType POLLING.

instrument: String

The instrument ID as it is on the exchange with small modifications - we do not allow the following characters inside isntrument ids: ,/&?

instrument_mapping: FuturesInstrumentMapping

The current mapping information for this instrument.

instrument_external_data: String

The full data we get from the polling endpoint for this specific instrument. his is a JSON stringified object with different properties per exchange.

instrument_available_on_instruments_endpoint: bool

This flags the exchange instrument is currently available on instruments endpoint.

index_id: String

The id of the index the contract is based on.

index_underlying: String

The underlying instrument of the index.

quote_currency: String

The instrument that the contract is priced in.

settlement_currency: String

The currency used to calculate contract PnL. The settlement currency can be different from the index underlying or quote currencies.

denomination_type: String

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

contract_currency: String

The denomination of the CONTRACT_SIZE.

contract_size: f64

The contract size - how much of the contract currency does one contract contain.

tick_size: f64

The minimum amount the price can move, denominated in QUOTE_CURRENCY.

delivery_method: String

The settlement delivery method on the derivative product.

contract_term: String

The term / duration the contract represents e.g. 3xMONTH.

contract_creation_ts: i64

The contract creation timestamp we get for the specific derivative instrument.

contract_expiration_ts: Option<i64>

The contract expiration timestamp we get for the specific derivative instrument. Not needed for PERPETUAL contract types.

first_ob_l2_minute_snapshot_t2s: i64

Timestamp of the initial Level 2 minute snapshot.

last_ob_l2_minute_snapshot_ts: i64

Timestamp of the latest Level 2 minute snapshot.

Trait Implementations

impl Clone for FuturesInstrumentMetadata

fn clone(&self) -> FuturesInstrumentMetadata

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for FuturesInstrumentMetadata

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for FuturesInstrumentMetadata

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for FuturesInstrumentMetadata

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.