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dxf_series_t

libdxfeed_sys

Type Alias dxf_series_t 

Source 
pub type dxf_series_t = dxf_series;
Expand description

@brief Series

@details Series event is a snapshot of computed values that are available for all option series for a given 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.

Aliased Type§

#[repr(C)]
pub struct dxf_series_t {
Show 13 fields
    pub event_flags: u32,
    pub index: i64,
    pub time: i64,
    pub sequence: i32,
    pub expiration: i32,
    pub volatility: f64,
    pub call_volume: f64,
    pub put_volume: f64,
    pub option_volume: f64,
    pub put_call_ratio: f64,
    pub forward_price: f64,
    pub dividend: f64,
    pub interest: f64,

}

Fields§

§event_flags: u32

Transactional event flags

§index: i64

Unique per-symbol index of this series

§time: i64

Time of this series

§sequence: i32

Sequence number of this series; distinguishes candles with same #times

§expiration: i32

Day id of expiration

§volatility: f64

Implied volatility index for this series based on VIX methodology

§call_volume: f64

Call options traded volume for a day

§put_volume: f64

Put options traded volume for a day

§option_volume: f64

Options traded volume for a day

§put_call_ratio: f64

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

§forward_price: f64

Implied forward price for this option series

§dividend: f64

Implied simple dividend return of the corresponding option series

§interest: f64

Implied simple interest return of the corresponding option series