pub struct OptionsPricesItem {Show 37 fields
pub code: String,
pub derivatives_product_category: String,
pub underlying_sso: UnderlyingSSO,
pub date: String,
pub whole_day_open: f64,
pub whole_day_high: f64,
pub whole_day_low: f64,
pub whole_day_close: f64,
pub morning_session_open: Option<f64>,
pub morning_session_high: Option<f64>,
pub morning_session_low: Option<f64>,
pub morning_session_close: Option<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: Option<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: 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>,
pub central_contract_month_flag: Option<CentralContractMonthFlag>,
}
Expand description
Represents a single Options price record.
Fields§
§code: String
Issue code
derivatives_product_category: String
Derivative Product Category
underlying_sso: UnderlyingSSO
Underlying SSO
date: String
Trading day (YYYY-MM-DD)
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
morning_session_open: Option<f64>
Morning session open price
morning_session_high: Option<f64>
Morning session high price
morning_session_low: Option<f64>
Morning session low price
morning_session_close: Option<f64>
Morning session 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: Option<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: 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
central_contract_month_flag: Option<CentralContractMonthFlag>
Flag of the central contract month
Trait Implementations§
Source§impl Clone for OptionsPricesItem
impl Clone for OptionsPricesItem
Source§fn clone(&self) -> OptionsPricesItem
fn clone(&self) -> OptionsPricesItem
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source
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