pub struct IndexOptionPriceItem {Show 30 fields
pub date: String,
pub code: String,
pub whole_day_open: f64,
pub whole_day_high: f64,
pub whole_day_low: f64,
pub whole_day_close: f64,
pub night_session_open: Option<f64>,
pub night_session_high: Option<f64>,
pub night_session_low: Option<f64>,
pub night_session_close: Option<f64>,
pub day_session_open: f64,
pub day_session_high: f64,
pub day_session_low: f64,
pub day_session_close: f64,
pub volume: f64,
pub open_interest: f64,
pub turnover_value: f64,
pub contract_month: String,
pub strike_price: f64,
pub volume_only_auction: Option<f64>,
pub emergency_margin_trigger_division: Option<EmergencyMarginTriggerDivision>,
pub put_call_division: PutCallDivision,
pub last_trading_day: Option<String>,
pub special_quotation_day: Option<String>,
pub settlement_price: Option<f64>,
pub theoretical_price: Option<f64>,
pub base_volatility: Option<f64>,
pub underlying_price: Option<f64>,
pub implied_volatility: Option<f64>,
pub interest_rate: Option<f64>,
}
Expand description
Represents a single Nikkei 225 Option price record.
Fields§
§date: String
Trading day (YYYY-MM-DD)
code: String
Issue code
whole_day_open: f64
Whole day open price
whole_day_high: f64
Whole day high price
whole_day_low: f64
Whole day low price
whole_day_close: f64
Whole day close price
night_session_open: Option<f64>
Night session open price
night_session_high: Option<f64>
Night session high price
night_session_low: Option<f64>
Night session low price
night_session_close: Option<f64>
Night session close price
day_session_open: f64
Day session open price
day_session_high: f64
Day session high price
day_session_low: f64
Day session low price
day_session_close: f64
Day session close price
volume: f64
Volume
open_interest: f64
Open interest
turnover_value: f64
Turnover value
contract_month: String
Contract month (YYYY-MM)
strike_price: f64
Strike price
volume_only_auction: Option<f64>
Volume only auction
emergency_margin_trigger_division: Option<EmergencyMarginTriggerDivision>
Emergency margin trigger division
put_call_division: PutCallDivision
Put Call division (1: Put, 2: Call)
last_trading_day: Option<String>
Last trading day (YYYY-MM-DD)
special_quotation_day: Option<String>
Special quotation day (YYYY-MM-DD)
settlement_price: Option<f64>
Settlement price
theoretical_price: Option<f64>
Theoretical price
base_volatility: Option<f64>
Base volatility
underlying_price: Option<f64>
Underlying asset price
implied_volatility: Option<f64>
Implied volatility
interest_rate: Option<f64>
Interest rate for theoretical price calculation
Trait Implementations§
Source§impl Clone for IndexOptionPriceItem
impl Clone for IndexOptionPriceItem
Source§fn clone(&self) -> IndexOptionPriceItem
fn clone(&self) -> IndexOptionPriceItem
Returns a duplicate of the value. Read more
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source
. Read moreSource§impl Debug for IndexOptionPriceItem
impl Debug for IndexOptionPriceItem
Source§impl<'de> Deserialize<'de> for IndexOptionPriceItem
impl<'de> Deserialize<'de> for IndexOptionPriceItem
Source§fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
Deserialize this value from the given Serde deserializer. Read more
Source§impl PartialEq for IndexOptionPriceItem
impl PartialEq for IndexOptionPriceItem
impl StructuralPartialEq for IndexOptionPriceItem
Auto Trait Implementations§
impl Freeze for IndexOptionPriceItem
impl RefUnwindSafe for IndexOptionPriceItem
impl Send for IndexOptionPriceItem
impl Sync for IndexOptionPriceItem
impl Unpin for IndexOptionPriceItem
impl UnwindSafe for IndexOptionPriceItem
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more