tickerforge (Rust)

Rust library that loads the default tickerforge-spec YAML tree from the tickerforge-spec-data crate (git dependency, same content as the Python tickerforge-spec-data wheel) and generates or parses futures and options tickers from all supported markets (parity with tickerforge-py). Option rules are loaded automatically from all spec/contracts/**/*.yaml files.

Trading sessions use the bdays crate (B3 BrazilExchange, US USSettlement for CME). Full alignment with Python’s exchange_calendars is not guaranteed; see docs/calendar-strategy.md.

Install

From a git checkout:

cargo add --git https://github.com/mesias/tickerforge-rs.git tickerforge

Or path dependency:

tickerforge = { path = "../tickerforge-rs" }

Usage

Generating tickers

use tickerforge::TickerForge;

let forge = TickerForge::new().expect("spec");
let ticker = forge.generate("IND", "2026-06-01", 0).expect("generate");
assert_eq!(ticker, "INDM26");

TickerForge::new() loads the bundled default spec from tickerforge-spec-data. Use TickerForge::with_spec_path(path) (and TickerParser::with_spec_path(path)) for a custom spec directory. The default root path is also available as tickerforge::default_spec_root.

Parsing tickers — futures and options (parse_any_ticker*)

parse_any_ticker* parses both futures and options in a single call and returns an AnyParsedTicker enum.

use tickerforge::{parse_any_ticker, parse_any_ticker_exchange, AnyParsedTicker};

// Futures ticker
match parse_any_ticker("INDM26").unwrap() {
    AnyParsedTicker::Futures(f) => {
        assert_eq!(f.symbol, "IND");
        assert_eq!(f.year, 2026);
        assert_eq!(f.month, 6);
    }
    _ => unreachable!(),
}

// B3 equity option (PETR4, January call, strike 30)
match parse_any_ticker("PETRA30").unwrap() {
    AnyParsedTicker::Option(o) => {
        assert_eq!(o.underlying_or_symbol, "PETR4");
        assert!(o.is_call);
        assert_eq!(o.month, 1);
        assert_eq!(o.strike, "30");
    }
    _ => unreachable!(),
}

// CME futures
match parse_any_ticker("ESM26").unwrap() {
    AnyParsedTicker::Futures(f) => assert_eq!(f.contract.exchange, "CME"),
    _ => unreachable!(),
}

// B3 index option
match parse_any_ticker("IBOVK26C120000").unwrap() {
    AnyParsedTicker::Option(o) => {
        assert_eq!(o.underlying_or_symbol, "IBOV");
        assert_eq!(o.month, 5); // K = May
        assert_eq!(o.year, Some(2026));
    }
    _ => unreachable!(),
}

// Exchange filter (returns Err if ticker doesn't match that exchange)
let any = parse_any_ticker_exchange("ESM26", "CME").unwrap();

Five free functions cover every combination:

Parsing tickers — futures only (legacy API)

The parse_ticker* free functions remain available and return ParsedFuturesTicker directly:

use tickerforge::{parse_ticker, parse_ticker_date, parse_ticker_spec, parse_ticker_date_spec, load_spec};

let parsed = parse_ticker("INDM26").expect("parse");
let parsed = parse_ticker_date("IND", "2026-06-01").expect("parse");
let spec = load_spec().expect("spec");
let parsed = parse_ticker_spec("DOLK26", &spec).expect("parse");
let parsed = parse_ticker_date_spec("DOL", "2026-04-15", &spec).expect("parse");

TickerParser — stateful parsing (futures + options)

TickerParser wraps a loaded spec for repeated calls. Methods now return AnyParsedTicker.

use tickerforge::{TickerParser, AnyParsedTicker};

let parser = TickerParser::new();

// Parse any ticker (futures or option)
let any = parser.parse("PETRA30").expect("parse");
let any = parser.parse_exchange("INDM26", "B3").expect("parse");
let any = parser.parse_date("IND", "2026-06-01").expect("parse");

Builder pattern

TickerParser::builder() provides a fluent API for configuration and one-shot parsing. The builder uses typestate generics: parse() is only available at compile time after ticker() has been called.

use tickerforge::{TickerParser, AnyParsedTicker};

// Build a reusable parser (default spec)
let parser = TickerParser::builder().build().expect("build");
parser.parse("INDM26").expect("parse");

// One-shot parse — full futures ticker
let any = TickerParser::builder()
    .ticker("INDM26")
    .parse()
    .expect("parse");

// One-shot parse — option with exchange filter
let any = TickerParser::builder()
    .ticker("PETRA30")
    .exchange("B3")
    .parse()
    .expect("parse");

// One-shot parse — root symbol with date
let any = TickerParser::builder()
    .ticker("IND")
    .reference_date("2026-06-01")
    .parse()
    .expect("parse");

Contract-centric (tick, session, trading symbol)

load_spec / get_contract yield a ContractSpec with tick size, merged session windows, timezone, and trading-symbol helpers. Default helpers call load_spec() internally; use the *_with_spec variants to reuse an already-loaded SpecRepository:

use tickerforge::load_spec;

let spec = load_spec()?;
let dol = spec.get_contract("DOL")?;

dol.tick_size;
dol.regular_session_start_end();
dol.exchange_timezone;
// `dol.sessions` is `Vec<SessionSegment>` in YAML map key order; map keys become `name`.

// Bundled default spec (no extra `&SpecRepository` argument)
dol.trading_symbol_today()?;
dol.trading_symbol_for("2026-03-15", 0)?;

// Reuse `spec` (e.g. from `load_spec_from_path`)
dol.trading_symbol_today_with_spec(&spec)?;
dol.trading_symbol_for_with_spec(&spec, "2026-03-15", 0)?;

Options — parsing

use tickerforge::{parse_any_ticker, AnyParsedTicker};

// B3 equity option
match parse_any_ticker("PETRA30").unwrap() {
    AnyParsedTicker::Option(o) => println!("{} {} {}", o.kind, o.underlying_or_symbol, o.strike),
    _ => unreachable!(),
}

// DOL option vs future — no ambiguity
assert!(matches!(parse_any_ticker("DOLK26").unwrap(), AnyParsedTicker::Futures(_)));
assert!(matches!(parse_any_ticker("DOLK26C5000").unwrap(), AnyParsedTicker::Option(_)));

Options — generation (B3)

use tickerforge::options_ticker::OptionGenerator;

let gen = OptionGenerator::bundled().expect("load");
let t = gen
    .generate_equity("PETR4", "2026-01-16", true, 35, 0)
    .expect("equity option");
assert_eq!(t, "PETRA35");

What is supported

• YAML spec loading (exchanges, contract cycles, expiration rules, futures and options from all contracts/**/*.yaml)
• Multi-market futures generation and parsing: B3 (IND, DOL, WIN, …) and CME (ES, NQ, …)
• Multi-market options parsing via parse_any_ticker* and OptionParser: B3 equity, index (IBOV), dollar (DOL), interest-rate (IDI); more markets added automatically from spec
• B3 options generation via OptionGenerator (equity month codes, IBOV month letters A–L, DOL/IDI futures-style month codes)
• Unit tests + CSV examples from spec/tests/ (subset where bdays matches golden expectations)

Run tests

cargo test

Pre-commit (same idea as tickerforge-py):

pip install pre-commit
pre-commit install
pre-commit run --all-files

Spec updates

Copy or sync from tickerforge-spec:

rsync -a --delete ../tickerforge-spec/spec/ ./spec/

Implementation notes

See docs/ for calendar strategy, options mapping, and CI/tooling.