#[repr(C)]
pub struct dxf_underlying { pub volatility: dxf_double_t, pub front_volatility: dxf_double_t, pub back_volatility: dxf_double_t, pub call_volume: dxf_double_t, pub put_volume: dxf_double_t, pub option_volume: dxf_double_t, pub put_call_ratio: dxf_double_t, }
Expand description

@brief Underlying

@details Underlying event is a snapshot of computed values that are available for an option underlying symbol based on the option prices on the market. It represents the most recent information that is available about the corresponding values on the market at any given moment of time.

Fields§

§volatility: dxf_double_t

30-day implied volatility for this underlying based on VIX methodology

§front_volatility: dxf_double_t

Front month implied volatility for this underlying based on VIX methodology;

§back_volatility: dxf_double_t

Back month implied volatility for this underlying based on VIX methodology

§call_volume: dxf_double_t

Call options traded volume for a day

§put_volume: dxf_double_t

Put options traded volume for a day

§option_volume: dxf_double_t

Options traded volume for a day

§put_call_ratio: dxf_double_t

Ratio of put options traded volume to call options traded volume for a day

Trait Implementations§

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Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

Blanket Implementations§

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