Struct FutOptTicker 

pub struct FutOptTicker {
    pub date: Option<String>,
    pub contract_type: Option<String>,
    pub exchange: Option<String>,
    pub symbol: String,
    pub name: Option<String>,
    pub reference_price: Option<f64>,
    pub start_date: Option<String>,
    pub end_date: Option<String>,
    pub settlement_date: Option<String>,
    pub contract_sub_type: Option<String>,
    pub is_dynamic_banding: bool,
    pub flow_group: Option<i32>,
}

FutOpt contract information from Fugle API (futopt/intraday/ticker/{symbol})

This matches the official SDK’s RestFutOptIntradayTickerResponse. Contains contract metadata including expiration dates which are critical for futures and options trading.

Example

use marketdata_core::models::futopt::FutOptTicker;

let json = r#"{
    "date": "2024-01-15",
    "type": "FUTURE",
    "exchange": "TAIFEX",
    "symbol": "TXFC4",
    "name": "臺股期貨 03",
    "referencePrice": 17500.0,
    "startDate": "2023-12-20",
    "endDate": "2024-03-20",
    "settlementDate": "2024-03-20"
}"#;

let ticker: FutOptTicker = serde_json::from_str(json).unwrap();
assert_eq!(ticker.symbol, "TXFC4");
assert_eq!(ticker.end_date.as_deref(), Some("2024-03-20"));

Fields

date: Option<String>

Trading date (YYYY-MM-DD). Optional: the intraday/tickers list returns lightweight items with no date; the single ticker endpoint includes it.

contract_type: Option<String>

Contract type (FUTURE or OPTION)

exchange: Option<String>

Exchange code (TAIFEX)

symbol: String

Contract symbol (e.g., “TXFC4”, “TXO18000C4”)

name: Option<String>

Contract name (e.g., “臺股期貨 03”, “臺指選擇權 18000C 03”)

reference_price: Option<f64>

Reference price (previous settlement price)

start_date: Option<String>

Contract start date (YYYY-MM-DD) - when the contract starts trading

end_date: Option<String>

Contract end date (YYYY-MM-DD) - last trading date

settlement_date: Option<String>

Settlement date (YYYY-MM-DD) - when the contract settles

contract_sub_type: Option<String>

Contract sub-type (e.g., “I” for Index)

is_dynamic_banding: bool

Whether dynamic price banding is enabled

flow_group: Option<i32>

Flow group for trading

Implementations

impl FutOptTicker

pub fn has_contract_dates(&self) -> bool

Check if the contract has valid date information

pub fn is_future(&self) -> bool

Check if this is likely a futures contract based on type

pub fn is_option(&self) -> bool

Check if this is likely an options contract based on type

pub fn is_expired_on(&self, date: &str) -> Option<bool>

Get days until expiration from a given date Returns None if end_date is not set or date parsing fails

Note: This is a simple string comparison, not actual date calculation. For production use, consider using a proper date library.

Trait Implementations

impl Clone for FutOptTicker

fn clone(&self) -> FutOptTicker

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FutOptTicker

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

Formats the value using the given formatter.

impl Default for FutOptTicker

fn default() -> FutOptTicker

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for FutOptTicker

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for FutOptTicker

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

Tests for self and other values to be equal, and is used by ==.

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

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

impl Serialize for FutOptTicker

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for FutOptTicker