Struct Index 

pub struct Index { /* private fields */ }

A stock market index backed by configured data providers.

Created via Providers::index.

Implementations

impl Index

pub fn cache(self, ttl: Duration) -> Self

Cache responses for ttl instead of the default 60 seconds, deduplicating concurrent identical requests.

pub fn cache_forever(self) -> Self

Cache responses for the handle’s lifetime instead of the default 60 seconds.

pub fn no_cache(self) -> Self

Disable caching — every call fetches fresh data.

pub fn symbol(&self) -> &str

The handle’s identifier string.

impl Index

pub async fn quote(&self) -> Result<IndexQuote>

Fetch the current quote for this index.

pub async fn chart(&self, interval: Interval, range: TimeRange) -> Result<Chart>

Fetch historical OHLCV candles for this index.

The symbol is passed to the CHART route as-is, so it should be in the form the route expects (e.g. Yahoo index symbols like ^GSPC).

pub async fn history(&self, range: TimeRange) -> Result<Chart>

Fetch historical candles over range at a sensible default interval (TimeRange::default_interval).

pub async fn constituents(&self) -> Result<Vec<IndexConstituent>>

Fetch the index’s current constituents (major indices only). Not cached — constituent lists change rarely but the call is uncommon.

pub async fn constituent_changes(&self) -> Result<Vec<IndexConstituentChange>>

Fetch historical changes to the index’s constituency (currently S&P 500 only on FMP).

impl Index

pub async fn indicators( &self, interval: Interval, range: TimeRange, ) -> Result<IndicatorsSummary>

Compute all technical indicators from this handle’s chart data.

pub async fn indicator( &self, indicator: Indicator, interval: Interval, range: TimeRange, ) -> Result<IndicatorResult>

Compute a single technical indicator from this handle’s chart data.

pub async fn risk( &self, interval: Interval, range: TimeRange, ) -> Result<RiskSummary>

Compute a risk summary (VaR, Sharpe/Sortino/Calmar, max drawdown) from this handle’s chart data. Annualised with this asset class’s trading calendar, so non-daily intervals scale correctly. beta is always None (no benchmark for non-equity handles).