Struct TimeBarReplayRequest 

#[non_exhaustive]
pub struct TimeBarReplayRequest {
    pub symbol: String,
    pub exchange: String,
    pub bar_type: Option<TimeBarType>,
    pub bar_type_period: i32,
    pub start_time_sec: i32,
    pub end_time_sec: i32,
    pub user_max_count: Option<i32>,
    pub resume_bars: Option<bool>,
}

A time bar replay request, passed to load_time_bars and its siblings.

A time bar covers a fixed span: bar_type picks the unit and bar_type_period how many of them per bar.

Example

use rithmic_rs::{TimeBarReplayRequest, rti::request_time_bar_replay::BarType};
let request = TimeBarReplayRequest::new()
    .symbol("ESU6")
    .exchange("CME")
    .bar_type(BarType::MinuteBar)
    .bar_type_period(5)
    .start_time_sec(1_750_000_000)
    .end_time_sec(1_750_003_600)
    .build()?;

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

symbol: String

The trading symbol, e.g. "ESU6".

exchange: String

The exchange code, e.g. "CME".

bar_type: Option<TimeBarType>

Second, minute, day or week. Required.

bar_type_period: i32

How many of those units each bar covers.

start_time_sec: i32

Start of the window as a Unix timestamp in seconds.

end_time_sec: i32

End of the window as a Unix timestamp in seconds.

user_max_count: Option<i32>

Cap on records returned. Leaving this unset lets the server apply its own cap of 10,000, silently.

resume_bars: Option<bool>

Some(true) lifts the server’s 10,000 record cap, so the whole window replays on this one request.

Implementations

impl TimeBarReplayRequest

pub fn new() -> Self

Start an empty request.

pub fn symbol(self, symbol: impl Into<String>) -> Self

The trading symbol, e.g. "ESU6".

pub fn exchange(self, exchange: impl Into<String>) -> Self

The exchange code, e.g. "CME".

pub fn bar_type(self, bar_type: TimeBarType) -> Self

Second, minute, day or week.

pub fn bar_type_period(self, bar_type_period: i32) -> Self

How many of those units each bar covers.

pub fn start_time_sec(self, start_time_sec: i32) -> Self

Start of the window as a Unix timestamp in seconds.

pub fn end_time_sec(self, end_time_sec: i32) -> Self

End of the window as a Unix timestamp in seconds.

pub fn user_max_count(self, user_max_count: i32) -> Self

Cap the records returned.

pub fn resume_bars(self, resume_bars: bool) -> Self

Lift the server’s 10,000 record cap so the whole window replays at once.

pub fn validate(&self) -> Result<(), RithmicError>

Requires a symbol, an exchange, a bar type, a bar period, and an ordered time window.

pub fn build(self) -> Result<Self, RithmicError>

Requires a symbol, an exchange, a bar type, a bar period, and an ordered time window.

Trait Implementations

impl Clone for TimeBarReplayRequest

fn clone(&self) -> TimeBarReplayRequest

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TimeBarReplayRequest

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

Formats the value using the given formatter.

impl Default for TimeBarReplayRequest

fn default() -> TimeBarReplayRequest

Returns the “default value” for a type.

impl PartialEq for TimeBarReplayRequest

fn eq(&self, other: &TimeBarReplayRequest) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for TimeBarReplayRequest