Module historical 

Historical market data models and client APIs. Historical market data API.

Canonical paths

Historical-data methods are inherent methods on ibapi::Client — call client.historical_data(...), client.historical_ticks_mid_point(...), etc. The public types (Bar, BarSize, WhatToShow, TickSubscription, and the per-tick payload types) live at ibapi::market_data::historical::* and via ibapi::prelude::*.

The historical::sync and historical::r#async submodules where the impls live are #[doc(hidden)]: still reachable as paths for crate-internal use, but intentionally absent from the docs.rs navigation. Prefer the canonical Client method calls and the market_data::historical::* type spellings. Raw-identifier syntax (market_data::historical::r#async::...) is the giveaway that the spelling is non-canonical.

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.

HistoricalDataBuilder

Builder for historical bar data requests.

HistoricalScheduleBuilder

Builder for the historical-schedule API.

HistoricalTicksBuilder

Builder for the historical-ticks API.

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

TickSubscription

Async subscription handle that decodes historical tick batches as they arrive.

WhatToShowParseError

Error returned when parsing an invalid WhatToShow value.

Enums

BarSize

Request granularity for historical bars.

BarTimestamp

Timestamp of a historical bar.

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.