Struct libdxfeed_sys::dxf_candle_t

#[repr(C)]
pub struct dxf_candle_t {

    pub event_flags: dxf_event_flags_t,
    pub index: dxf_long_t,
    pub time: dxf_long_t,
    pub sequence: dxf_int_t,
    pub count: dxf_double_t,
    pub open: dxf_double_t,
    pub high: dxf_double_t,
    pub low: dxf_double_t,
    pub close: dxf_double_t,
    pub volume: dxf_double_t,
    pub vwap: dxf_double_t,
    pub bid_volume: dxf_double_t,
    pub ask_volume: dxf_double_t,
    pub open_interest: dxf_double_t,
    pub imp_volatility: dxf_double_t,
}

@brief Candle

@details Candle event with open, high, low, close prices and other information for a specific period. Candles are build with a specified CandlePeriod (#dxf_candle_type_period_attribute_t + value) using a specified CandlePrice type (#dxf_candle_price_attribute_t) with a data taken from the specified CandleExchange (A-Z) from the specified CandleSession (#dxf_candle_session_attribute) with further details of aggregation provided by CandleAlignment (#dxf_candle_alignment_attribute)

Fields

event_flags: dxf_event_flags_t

Transactional event flags

index: dxf_long_t

Unique per-symbol index of this candle

time: dxf_long_t

Timestamp of this candle in milliseconds

sequence: dxf_int_t

Sequence number of this candle; distinguishes candles with same #time

count: dxf_double_t

Total number of original trade (or quote) events in this candle

open: dxf_double_t

The first (open) price of this candle

high: dxf_double_t

The maximal (high) price of this candle

low: dxf_double_t

The minimal (low) price of this candle

close: dxf_double_t

The last (close) price of this candle

volume: dxf_double_t

Total volume in this candle

vwap: dxf_double_t

Volume-weighted average price (VWAP) in this candle

bid_volume: dxf_double_t

Bid volume in this candle

ask_volume: dxf_double_t

Ask volume in this candle

open_interest: dxf_double_t

Open interest

imp_volatility: dxf_double_t

Implied volatility

Trait Implementations

impl Clone for dxf_candle_t

fn clone(&self) -> dxf_candle_t

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for dxf_candle_t

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for dxf_candle_t

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
    __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq<dxf_candle_t> for dxf_candle_t

fn eq(&self, other: &dxf_candle_t) -> bool

This method tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

This method tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for dxf_candle_t

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>where
    __S: Serializer,

Serialize this value into the given Serde serializer.

impl Copy for dxf_candle_t

impl StructuralPartialEq for dxf_candle_t