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OptionContractUpdate

finance_query::streaming

Struct OptionContractUpdate 

Source 
#[non_exhaustive]
pub struct OptionContractUpdate {
Show 16 fields
    pub contract_symbol: String,
    pub underlying: String,
    pub expiration: Option<i64>,
    pub strike: Option<f64>,
    pub option_type: Option<OptionType>,
    pub bid: Option<f64>,
    pub bid_size: Option<f64>,
    pub ask: Option<f64>,
    pub ask_size: Option<f64>,
    pub last_price: Option<f64>,
    pub last_size: Option<f64>,
    pub volume: Option<i64>,
    pub open_interest: Option<i64>,
    pub implied_volatility: Option<f64>,
    pub greeks: Option<Greeks>,
    pub time: i64,

}
Expand description

A live update for one options contract.

Quote and trade fields arrive from the real-time WebSocket; greeks, implied_volatility and open_interest come from the periodic chain snapshot (see OptionsChainStreamBuilder::greeks_refresh) because the real-time feed does not carry them.

Fields (Non-exhaustive)§

This struct is marked as non-exhaustive
Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.
§contract_symbol: String

OCC contract symbol (e.g. "O:AAPL250117C00150000").

§underlying: String

Underlying symbol parsed from the contract (e.g. "AAPL").

§expiration: Option<i64>

Expiration date as a Unix timestamp (seconds).

§strike: Option<f64>

Strike price.

§option_type: Option<OptionType>

Call or put.

§bid: Option<f64>

Best bid.

§bid_size: Option<f64>

Best bid size.

§ask: Option<f64>

Best ask.

§ask_size: Option<f64>

Best ask size.

§last_price: Option<f64>

Last traded price.

§last_size: Option<f64>

Last traded size.

§volume: Option<i64>

Day volume, when the snapshot supplies it.

§open_interest: Option<i64>

Open interest, from the snapshot refresh.

§implied_volatility: Option<f64>

Implied volatility, from the snapshot refresh.

§greeks: Option<Greeks>

Greeks, from the snapshot refresh.

§time: i64

Event timestamp (milliseconds).

Trait Implementations§

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impl Clone for OptionContractUpdate

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fn clone(&self) -> OptionContractUpdate

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for OptionContractUpdate

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

Formats the value using the given formatter. Read more
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impl Default for OptionContractUpdate

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fn default() -> OptionContractUpdate

Returns the “default value” for a type. Read more
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impl<'de> Deserialize<'de> for OptionContractUpdate

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl PartialEq for OptionContractUpdate

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

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more
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impl Serialize for OptionContractUpdate

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

Serialize this value into the given Serde serializer. Read more
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impl StructuralPartialEq for OptionContractUpdate

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🔬This is a nightly-only experimental API. (clone_to_uninit)
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