Module historical 

Historical market data models and client APIs.

Re-exports

pub use async::historical_data_streaming;

pub use async::HistoricalDataStreamingSubscription;

pub use async::TickSubscription;

pub use async::*;

Modules

async

Async historical market data API.

blocking

Blocking historical market data helpers powered by the synchronous transport.

sync

Synchronous historical market data API.

Structs

Bar

Bar describes the historical data bar.

Duration

Duration specifier used in historical data requests (e.g. 1 D).

HistogramEntry

Histogram bucket entry returned from reqHistogramData.

HistoricalData

Container for historical bar responses.

Schedule

Trading schedule describing sessions for a contract.

Session

Individual regular or special session entry.

TickAttributeBidAsk

Tick attributes accompanying bid/ask historical ticks.

TickAttributeLast

Tick attributes accompanying trade historical ticks.

TickBidAsk

The historical tick’s description. Used when requesting historical tick data with whatToShow = BID_ASK.

TickLast

The historical last tick’s description. Used when requesting historical tick data with whatToShow = TRADES.

TickMidpoint

The historical tick’s description. Used when requesting historical tick data with whatToShow = MIDPOINT

WhatToShowParseError

Error returned when parsing an invalid WhatToShow value.

Enums

BarSize

Request granularity for historical bars.

HistoricalBarUpdate

Update from historical data streaming with keepUpToDate=true.

HistoricalParseError

Errors surfaced while parsing historical market data parameters.

WhatToShow

Enumerates the data payload returned when requesting historical data.

Traits

TickDecoder

Trait implemented by historical tick types that can decode IB messages.

ToDuration

Helper trait to convert integer counts into Durations.