Struct libdxfeed_sys::dxf_trade_t

#[repr(C)]
pub struct dxf_trade_t {

    pub time: dxf_long_t,
    pub sequence: dxf_int_t,
    pub time_nanos: dxf_int_t,
    pub exchange_code: dxf_char_t,
    pub price: dxf_double_t,
    pub size: dxf_double_t,
    pub tick: dxf_int_t,
    pub change: dxf_double_t,
    pub day_id: dxf_dayid_t,
    pub day_volume: dxf_double_t,
    pub day_turnover: dxf_double_t,
    pub raw_flags: dxf_int_t,
    pub direction: dxf_direction_t,
    pub is_eth: dxf_bool_t,
    pub scope: dxf_order_scope_t,
}

Trade event is a snapshot of the price and size of the last trade during regular trading hours and an overall day volume and day turnover. It represents the most recent information that is available about the regular last trade on the market at any given moment of time.

Fields

time: dxf_long_t

Time of the last trade.

sequence: dxf_int_t

Sequence number of the last trade to distinguish trades that have the same #time.

time_nanos: dxf_int_t

Microseconds and nanoseconds part of time of the last trade

exchange_code: dxf_char_t

Exchange code of the last trade

price: dxf_double_t

Price of the last trade

size: dxf_double_t

Size of the last trade

tick: dxf_int_t

Trend indicator – in which direction price is moving. The values are: Up (Tick = 1), Down (Tick = 2), and Undefined (Tick = 0). Should be used if #direction is Undefined (#dxf_dir_undefined = 0).

This field is absent in TradeETH

change: dxf_double_t

Change of the last trade. Value equals price minus dxf_summary_t#prev_day_close_price

day_id: dxf_dayid_t

Identifier of the day that this trade or trade_eth represents. Identifier of the day is the number of days passed since January 1, 1970.

day_volume: dxf_double_t

Total volume traded for a day

day_turnover: dxf_double_t

Total turnover traded for a day

raw_flags: dxf_int_t

This field contains several individual flags encoded as an integer number the following way:

31...4	3	2	1	0
	Direction			ETH

1. Tick Direction (#dxf_direction_t)
2. ETH (extendedTradingHours) - flag that determines current trading session: extended or regular (0 - regular trading hours, 1 - extended trading hours).

direction: dxf_direction_t

Tick direction of the last trade

is_eth: dxf_bool_t

Last trade was in extended trading hours

scope: dxf_order_scope_t

Last trade scope.

Possible values: #dxf_osc_composite (Trade events) , #dxf_osc_regional (Trade& events)

Trait Implementations

impl Clone for dxf_trade_t

fn clone(&self) -> dxf_trade_t

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for dxf_trade_t

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for dxf_trade_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_trade_t> for dxf_trade_t

fn eq(&self, other: &dxf_trade_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_trade_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_trade_t

impl StructuralPartialEq for dxf_trade_t