Enum dbn::enums::StatType

#[non_exhaustive]
#[repr(u16)]
pub enum StatType {
    OpeningPrice = 1,
    IndicativeOpeningPrice = 2,
    SettlementPrice = 3,
    TradingSessionLowPrice = 4,
    TradingSessionHighPrice = 5,
    ClearedVolume = 6,
    LowestOffer = 7,
    HighestBid = 8,
    OpenInterest = 9,
    FixingPrice = 10,
    ClosePrice = 11,
    NetChange = 12,
    Vwap = 13,
}

The type of statistic contained in a StatMsg.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

OpeningPrice = 1

The price of the first trade of an instrument. price will be set.

IndicativeOpeningPrice = 2

The probable price of the first trade of an instrument published during pre- open. Both price and quantity will be set.

SettlementPrice = 3

The settlement price of an instrument. price will be set and flags indicate whether the price is final or preliminary and actual or theoretical. ts_ref will indicate the trading date of the settlement price.

TradingSessionLowPrice = 4

The lowest trade price of an instrument during the trading session. price will be set.

TradingSessionHighPrice = 5

The highest trade price of an instrument during the trading session. price will be set.

ClearedVolume = 6

The number of contracts cleared for an instrument on the previous trading date. quantity will be set. ts_ref will indicate the trading date of the volume.

LowestOffer = 7

The lowest offer price for an instrument during the trading session. price will be set.

HighestBid = 8

The highest bid price for an instrument during the trading session. price will be set.

OpenInterest = 9

The current number of outstanding contracts of an instrument. quantity will be set. ts_ref will indicate the trading date for which the open interest was calculated.

FixingPrice = 10

The volume-weighted average price (VWAP) for a fixing period. price will be set.

ClosePrice = 11

The last trade price during a trading session. price will be set.

NetChange = 12

The change in price from the close price of the previous trading session to the most recent trading session. price will be set.

Vwap = 13

The volume-weighted average price (VWAP) during the trading session. price will be set to the VWAP while quantity will be the traded volume.

Trait Implementations

impl Clone for StatType

fn clone(&self) -> StatType

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for StatType

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

Formats the value using the given formatter.

impl From<StatType> for u16

fn from(enum_value: StatType) -> Self

Converts to this type from the input type.

impl Hash for StatType

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl PartialEq for StatType

fn eq(&self, other: &StatType) -> bool

This method tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

This method tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl TryFrom<u16> for StatType

type Error = TryFromPrimitiveError<StatType>

The type returned in the event of a conversion error.

fn try_from(number: u16) -> Result<Self, TryFromPrimitiveError<Self>>

Performs the conversion.

impl TryFromPrimitive for StatType

type Primitive = u16

type Error = TryFromPrimitiveError<StatType>

const NAME: &'static str = "StatType"

fn try_from_primitive( number: Self::Primitive ) -> Result<Self, TryFromPrimitiveError<Self>>

impl Copy for StatType

impl Eq for StatType

impl StructuralPartialEq for StatType