Skip to main content

OptionUpdate

paft::prelude

Type Alias OptionUpdate 

Source 
pub type OptionUpdate = GenericOptionUpdate;
Expand description

Standard OptionUpdate with no extra provider metadata.

Aliased Type§

pub struct OptionUpdate {
    pub key: OptionContractKey,
    pub ts: DateTime<Utc>,
    pub currency: Currency,
    pub bid: Option<PriceAmount>,
    pub ask: Option<PriceAmount>,
    pub last_price: Option<PriceAmount>,
    pub implied_volatility: Option<NonNegativeDecimal>,
    pub provider: (),
}

Fields§

§key: OptionContractKey

Contract key fields.

§ts: DateTime<Utc>

Timestamp of the update as Unix milliseconds.

§currency: Currency

Premium currency for bid, ask, and last_price.

§bid: Option<PriceAmount>

Best bid amount for the contract, denominated in currency.

§ask: Option<PriceAmount>

Best ask amount for the contract, denominated in currency.

§last_price: Option<PriceAmount>

Last traded price amount, denominated in currency.

§implied_volatility: Option<NonNegativeDecimal>

Implied volatility estimate, if available.

§provider: ()

Provider-specific payload, flattened into the serialized form.