Struct HistoricalTicksBuilder 

pub struct HistoricalTicksBuilder<'a, C> { /* private fields */ }

Builder for the historical-ticks API.

IBKR requires at least one of starting / ending to anchor the query. The builder does not pre-flight this — the wire encoder accepts both unset, and IBKR surfaces its own error if neither is provided.

Implementations

impl<'a, C> HistoricalTicksBuilder<'a, C>

pub fn starting(self, start: OffsetDateTime) -> Self

Anchor the query at the start date (fetch forward in time).

pub fn ending(self, end: OffsetDateTime) -> Self

Anchor the query at the end date (fetch backward in time).

pub fn trading_hours(self, trading_hours: TradingHours) -> Self

Override regular- vs extended-hours (defaults to TradingHours::Regular).

impl<'a> HistoricalTicksBuilder<'a, Client>

pub fn trade(self) -> Result<TickSubscription<TickLast>, Error>

Submit the request and return trade ticks.

Examples

use ibapi::client::blocking::Client;
use ibapi::contracts::Contract;
use time::macros::datetime;

let client = Client::connect("127.0.0.1:4002", 100).expect("connection failed");
let contract = Contract::stock("TSLA").build();

let ticks = client
    .historical_ticks(&contract, 100)
    .starting(datetime!(2023-04-15 0:00 UTC))
    .trade()
    .expect("historical ticks request failed");

for tick in ticks.iter_data() {
    println!("{:?}", tick.expect("decode error"));
}

pub fn mid_point(self) -> Result<TickSubscription<TickMidpoint>, Error>

Submit the request and return midpoint ticks.

Examples

use ibapi::client::blocking::Client;
use ibapi::contracts::Contract;
use time::macros::datetime;

let client = Client::connect("127.0.0.1:4002", 100).expect("connection failed");
let contract = Contract::stock("TSLA").build();

let ticks = client
    .historical_ticks(&contract, 100)
    .ending(datetime!(2023-04-15 0:00 UTC))
    .mid_point()
    .expect("historical ticks request failed");

for tick in ticks.iter_data() {
    println!("{:?}", tick.expect("decode error"));
}

pub fn bid_ask( self, ignore_size: IgnoreSize, ) -> Result<TickSubscription<TickBidAsk>, Error>

Submit the request and return bid/ask ticks. Pass IgnoreSize::Yes to drop tick sizes from the response.

Examples

use ibapi::client::blocking::Client;
use ibapi::contracts::Contract;
use ibapi::market_data::IgnoreSize;
use time::macros::datetime;

let client = Client::connect("127.0.0.1:4002", 100).expect("connection failed");
let contract = Contract::stock("TSLA").build();

let ticks = client
    .historical_ticks(&contract, 100)
    .starting(datetime!(2023-04-15 0:00 UTC))
    .bid_ask(IgnoreSize::No)
    .expect("historical ticks request failed");

for tick in ticks.iter_data() {
    println!("{:?}", tick.expect("decode error"));
}

impl<'a> HistoricalTicksBuilder<'a, Client>

pub async fn trade(self) -> Result<TickSubscription<TickLast>, Error>

Submit the request and return trade ticks.

Examples

use ibapi::prelude::*;
use time::macros::datetime;

#[tokio::main]
async fn main() {
    let client = Client::connect("127.0.0.1:4002", 100).await.expect("connection failed");
    let contract = Contract::stock("TSLA").build();

    let mut ticks = client
        .historical_ticks(&contract, 100)
        .starting(datetime!(2023-04-15 0:00 UTC))
        .trade()
        .await
        .expect("historical ticks request failed")
        .filter_data();

    while let Some(tick) = ticks.next().await {
        println!("{:?}", tick.expect("decode error"));
    }
}

pub async fn mid_point(self) -> Result<TickSubscription<TickMidpoint>, Error>

Submit the request and return midpoint ticks.

Examples

use ibapi::prelude::*;
use time::macros::datetime;

#[tokio::main]
async fn main() {
    let client = Client::connect("127.0.0.1:4002", 100).await.expect("connection failed");
    let contract = Contract::stock("TSLA").build();

    let mut ticks = client
        .historical_ticks(&contract, 100)
        .ending(datetime!(2023-04-15 0:00 UTC))
        .mid_point()
        .await
        .expect("historical ticks request failed")
        .filter_data();

    while let Some(tick) = ticks.next().await {
        println!("{:?}", tick.expect("decode error"));
    }
}

pub async fn bid_ask( self, ignore_size: IgnoreSize, ) -> Result<TickSubscription<TickBidAsk>, Error>

Submit the request and return bid/ask ticks. Pass IgnoreSize::Yes to drop tick sizes from the response.

Examples

use ibapi::prelude::*;
use ibapi::market_data::IgnoreSize;
use time::macros::datetime;

#[tokio::main]
async fn main() {
    let client = Client::connect("127.0.0.1:4002", 100).await.expect("connection failed");
    let contract = Contract::stock("TSLA").build();

    let mut ticks = client
        .historical_ticks(&contract, 100)
        .starting(datetime!(2023-04-15 0:00 UTC))
        .bid_ask(IgnoreSize::No)
        .await
        .expect("historical ticks request failed")
        .filter_data();

    while let Some(tick) = ticks.next().await {
        println!("{:?}", tick.expect("decode error"));
    }
}