#[repr(C)]pub struct dxf_summary {Show 14 fields
pub day_id: dxf_dayid_t,
pub day_open_price: dxf_double_t,
pub day_high_price: dxf_double_t,
pub day_low_price: dxf_double_t,
pub day_close_price: dxf_double_t,
pub prev_day_id: dxf_dayid_t,
pub prev_day_close_price: dxf_double_t,
pub prev_day_volume: dxf_double_t,
pub open_interest: dxf_double_t,
pub raw_flags: dxf_int_t,
pub exchange_code: dxf_char_t,
pub day_close_price_type: dxf_price_type_t,
pub prev_day_close_price_type: dxf_price_type_t,
pub scope: dxf_order_scope_t,
}
Expand description
@brief Summary
@details Summary information snapshot about the trading session including session highs, lows, etc. It represents the most recent information that is available about the trading session in the market at any given moment of time.
Fields§
§day_id: dxf_dayid_t
Identifier of the day that this summary represents. Identifier of the day is the number of days passed since January 1, 1970.
day_open_price: dxf_double_t
The first (open) price for the day.
day_high_price: dxf_double_t
The maximal (high) price for the day
day_low_price: dxf_double_t
The minimal (low) price for the day
day_close_price: dxf_double_t
The last (close) price for the day
prev_day_id: dxf_dayid_t
Identifier of the previous day that this summary represents. Identifier of the day is the number of days passed since January 1, 1970.
prev_day_close_price: dxf_double_t
The last (close) price for the previous day
prev_day_volume: dxf_double_t
Total volume traded for the previous day
open_interest: dxf_double_t
Open interest of the symbol as the number of open contracts
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 |
---|---|---|---|---|
Close | PrevClose |
- Close (dayClosePriceType) - parameter that shows if the closing price is final #dxf_price_type_t
- PrevClose (prevDayClosePriceType) - parameter that shows if the closing price of the previous day is final #dxf_price_type_t
exchange_code: dxf_char_t
Exchange code
day_close_price_type: dxf_price_type_t
The price type of the last (close) price for the day
prev_day_close_price_type: dxf_price_type_t
The price type of the last (close) price for the previous day
scope: dxf_order_scope_t
Scope of this summary.
Possible values: #dxf_osc_composite (Summary events) , #dxf_osc_regional (Summary& events)
Trait Implementations§
Source§impl Clone for dxf_summary
impl Clone for dxf_summary
Source§fn clone(&self) -> dxf_summary
fn clone(&self) -> dxf_summary
1.0.0 · Source§const fn clone_from(&mut self, source: &Self)
const fn clone_from(&mut self, source: &Self)
source
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