[−][src]Module fin_model::quote
Provides structs and traits that represent quotes for market prices.
The request traits, and associated types, declared here allow for the fetching of price quotes for stocks and other traded securities. This is a core capability for a number of financial applications, stock trading, market trend analysis and more.
The traits include the following capabilities:
- Fetching a real time quote which contains the current price as well as open/close prices.
- Where delayed prices are the only choice, or perhaps are less expensive to fetch these are also available.
- Fetching a series of prices over time.
Structs
| PriceRange | A price range indicates a high and low value within the open and close window provided. |
| QuotePrice | A returned, real-time or delayed, price quote. |
| QuotePriceDelayed | A returned, delayed full quote quote. |
| QuotePriceFull | A complete price quote, includes price, range, and potentially extended hours trading data. |
Enums
| QuoteSource | The source for the |
| SeriesInterval | Common intervals for quote series data. |
Traits
| FetchPriceQuote | This trait is implemented by providers that are able to provide price quotes either in real-time or delayed. |
| FetchPriceRangeSeries | This trait is implemented by providers that are able to provide price data over time, either intra-day pricing or historical pricing. |
Type Definitions
| DelayedQuote | Represents a |
| PriceRangeSeries | A series of price ranges, used for both inter-day and intra-day data points. |
| Quote | Represents a |