Enum Event 

pub enum Event {
    ConnectAck,
    ConnectionClosed,
    Error {
        req_id: i32,
        time: i64,
        code: i32,
        message: String,
        advanced_order_reject_json: String,
    },
    NextValidId {
        order_id: i32,
    },
    CurrentTime {
        time: i64,
    },
    CurrentTimeInMillis {
        time_in_millis: i64,
    },
    MarketDataType {
        req_id: i32,
        market_data_type: i32,
    },
    TickPrice {
        req_id: i32,
        tick_type: i32,
        price: f64,
        attrib: i32,
    },
    TickSize {
        req_id: i32,
        tick_type: i32,
        size: Decimal,
    },
    TickGeneric {
        req_id: i32,
        tick_type: i32,
        value: f64,
    },
    TickString {
        req_id: i32,
        tick_type: i32,
        value: String,
    },
    TickEfp {
        req_id: i32,
        tick_type: i32,
        basis_points: f64,
        formatted_basis_points: String,
        total_dividends: f64,
        hold_days: i32,
        future_last_trade_date: String,
        dividend_impact: f64,
        dividends_to_last_trade_date: f64,
    },
    TickSnapshotEnd {
        req_id: i32,
    },
    TickOptionComputation {
        req_id: i32,
        tick_type: i32,
        tick_attrib: i32,
        implied_vol: f64,
        delta: f64,
        opt_price: f64,
        pv_dividend: f64,
        gamma: f64,
        vega: f64,
        theta: f64,
        und_price: f64,
    },
    TickReqParams {
        req_id: i32,
        min_tick: String,
        bbo_exchange: String,
        snapshot_permissions: i32,
        last_price_precision: String,
        last_size_precision: String,
    },
    CommissionAndFeesReport {
        report: CommissionAndFeesReport,
    },
    DeltaNeutralValidation {
        req_id: i32,
        delta_neutral_contract: DeltaNeutralContract,
    },
    OrderStatus {
        order_id: i32,
        status: String,
        filled: Decimal,
        remaining: Decimal,
        avg_fill_price: f64,
        perm_id: i64,
        parent_id: i32,
        last_fill_price: f64,
        client_id: i32,
        why_held: String,
        market_cap_price: f64,
    },
    OpenOrder {
        order_id: i32,
        contract: Box<Contract>,
        order: Box<Order>,
        order_state: Box<OrderState>,
    },
    OpenOrderEnd,
    ContractDetails {
        req_id: i32,
        details: Box<ContractDetails>,
    },
    BondContractDetails {
        req_id: i32,
        details: Box<ContractDetails>,
    },
    ContractDetailsEnd {
        req_id: i32,
    },
    ExecutionDetails {
        req_id: i32,
        contract: Box<Contract>,
        execution: Execution,
    },
    ExecutionDetailsEnd {
        req_id: i32,
    },
    MarketDepth {
        req_id: i32,
        position: i32,
        operation: i32,
        side: i32,
        price: f64,
        size: Decimal,
        market_maker: String,
        is_smart_depth: bool,
    },
    MarketDepthExchanges {
        descriptions: Vec<DepthMarketDataDescription>,
    },
    SmartComponents {
        req_id: i32,
        components: Vec<SmartComponent>,
    },
    RerouteMarketDataRequest {
        req_id: i32,
        con_id: i32,
        exchange: String,
    },
    RerouteMarketDepthRequest {
        req_id: i32,
        con_id: i32,
        exchange: String,
    },
    HistoricalData {
        req_id: i32,
        bar: BarData,
    },
    HistoricalDataBars {
        req_id: i32,
        bars: Vec<BarData>,
    },
    HistoricalDataUpdate {
        req_id: i32,
        bar: BarData,
    },
    HistoricalDataEnd {
        req_id: i32,
        start: String,
        end: String,
    },
    HistoricalTicks {
        req_id: i32,
        ticks: Vec<HistoricalTick>,
        done: bool,
    },
    HistoricalTicksBidAsk {
        req_id: i32,
        ticks: Vec<HistoricalTickBidAsk>,
        done: bool,
    },
    HistoricalTicksLast {
        req_id: i32,
        ticks: Vec<HistoricalTickLast>,
        done: bool,
    },
    TickByTick {
        req_id: i32,
        tick_type: i32,
        tick: Option<TickByTick>,
    },
    HistoricalSchedule {
        req_id: i32,
        start_date_time: String,
        end_date_time: String,
        time_zone: String,
        sessions: Vec<HistoricalSession>,
    },
    Position {
        account: String,
        contract: Box<Contract>,
        position: Decimal,
        avg_cost: f64,
    },
    PositionEnd,
    PositionMulti {
        req_id: i32,
        account: String,
        model_code: String,
        contract: Box<Contract>,
        position: Decimal,
        avg_cost: f64,
    },
    PositionMultiEnd {
        req_id: i32,
    },
    AccountValue {
        key: String,
        value: String,
        currency: String,
        account_name: String,
    },
    PortfolioValue {
        contract: Box<Contract>,
        position: Decimal,
        market_price: f64,
        market_value: f64,
        average_cost: f64,
        unrealized_pnl: f64,
        realized_pnl: f64,
        account_name: String,
    },
    AccountUpdateTime {
        timestamp: String,
    },
    AccountDownloadEnd {
        account_name: String,
    },
    AccountSummary {
        req_id: i32,
        account: String,
        tag: String,
        value: String,
        currency: String,
    },
    AccountSummaryEnd {
        req_id: i32,
    },
    AccountUpdateMulti {
        req_id: i32,
        account: String,
        model_code: String,
        key: String,
        value: String,
        currency: String,
    },
    AccountUpdateMultiEnd {
        req_id: i32,
    },
    RealTimeBar {
        req_id: i32,
        time: i64,
        bar: BarData,
    },
    HeadTimestamp {
        req_id: i32,
        head_timestamp: String,
    },
    HistogramData {
        req_id: i32,
        items: Vec<HistogramEntry>,
    },
    ScannerParameters {
        xml: String,
    },
    ScannerData {
        req_id: i32,
        rows: Vec<ScannerDataRow>,
    },
    ScannerDataEnd {
        req_id: i32,
    },
    SoftDollarTiers {
        req_id: i32,
        tiers: Vec<SoftDollarTier>,
    },
    FamilyCodes {
        family_codes: Vec<FamilyCode>,
    },
    SymbolSamples {
        req_id: i32,
        descriptions: Vec<ContractDescription>,
    },
    SecurityDefinitionOptionParameter {
        req_id: i32,
        exchange: String,
        underlying_con_id: i32,
        trading_class: String,
        multiplier: String,
        expirations: Vec<String>,
        strikes: Vec<f64>,
    },
    SecurityDefinitionOptionParameterEnd {
        req_id: i32,
    },
    MarketRule {
        market_rule_id: i32,
        price_increments: Vec<PriceIncrement>,
    },
    Pnl {
        req_id: i32,
        daily_pnl: f64,
        unrealized_pnl: f64,
        realized_pnl: f64,
    },
    PnlSingle {
        req_id: i32,
        position: Decimal,
        daily_pnl: f64,
        unrealized_pnl: f64,
        realized_pnl: f64,
        value: f64,
    },
    NewsArticle {
        req_id: i32,
        article_type: i32,
        article_text: String,
    },
    NewsBulletin {
        news_msg_id: i32,
        news_msg_type: i32,
        news_message: String,
        originating_exch: String,
    },
    NewsProviders {
        providers: Vec<NewsProvider>,
    },
    HistoricalNews {
        req_id: i32,
        time: String,
        provider_code: String,
        article_id: String,
        headline: String,
    },
    HistoricalNewsEnd {
        req_id: i32,
        has_more: bool,
    },
    TickNews {
        req_id: i32,
        timestamp: i64,
        provider_code: String,
        article_id: String,
        headline: String,
        extra_data: String,
    },
    WshMetaData {
        req_id: i32,
        data_json: String,
    },
    WshEventData {
        req_id: i32,
        data_json: String,
    },
    ReceiveFa {
        fa_data_type: i32,
        xml: String,
    },
    ReplaceFaEnd {
        req_id: i32,
        text: String,
    },
    DisplayGroupList {
        req_id: i32,
        groups: String,
    },
    DisplayGroupUpdated {
        req_id: i32,
        contract_info: String,
    },
    VerifyMessageApi {
        api_data: String,
    },
    VerifyCompleted {
        is_successful: bool,
        error_text: String,
    },
    VerifyAndAuthMessageApi {
        api_data: String,
        challenge: String,
    },
    VerifyAndAuthCompleted {
        is_successful: bool,
        error_text: String,
    },
    ConfigResponse {
        req_id: i32,
        status: String,
        message: String,
    },
    UpdateConfigResponse {
        req_id: i32,
        status: String,
        message: String,
        changed_fields: Vec<String>,
        errors: Vec<String>,
    },
    OrderBound {
        perm_id: i64,
        client_id: i32,
        order_id: i32,
    },
    CompletedOrder {
        contract: Box<Contract>,
        order: Box<Order>,
        order_state: Box<OrderState>,
    },
    CompletedOrdersEnd,
    UserInfo {
        req_id: i32,
        white_branding_id: String,
    },
    ManagedAccounts {
        accounts: String,
    },
    Raw {
        msg_id: i32,
        fields: Vec<String>,
    },
    RawProtobuf {
        msg_id: i32,
        payload: Vec<u8>,
    },
}

A normalized TWS callback event.

Variants

ConnectAck

Connection completed.

ConnectionClosed

Connection closed.

Error

Error callback.

Fields

req_id: i32

Request id.

time: i64

Error time in milliseconds or server-provided timestamp.

code: i32

Error code.

message: String

Error message.

advanced_order_reject_json: String

Advanced order reject payload.

NextValidId

Next valid order id.

Fields

order_id: i32

Order id.

CurrentTime

Current time.

Fields

time: i64

Unix timestamp seconds.

CurrentTimeInMillis

Current time in milliseconds.

Fields

time_in_millis: i64

Unix timestamp milliseconds.

MarketDataType

Market data type.

Fields

req_id: i32

Request id.

market_data_type: i32

Market data type.

TickPrice

Tick price.

Fields

req_id: i32

Request id.

tick_type: i32

Tick type.

price: f64

Price.

attrib: i32

Attributes as raw bitset.

TickSize

Tick size.

Fields

req_id: i32

Request id.

tick_type: i32

Tick type.

size: Decimal

Size.

TickGeneric

Generic tick value.

Fields

req_id: i32

Request id.

tick_type: i32

Tick type.

value: f64

Value.

TickString

Tick string.

Fields

req_id: i32

Request id.

tick_type: i32

Tick type.

value: String

Value.

TickEfp

Exchange-for-physical tick.

Fields

req_id: i32

Request id.

tick_type: i32

Tick type.

basis_points: f64

Basis points.

formatted_basis_points: String

Formatted basis points.

total_dividends: f64

Total dividends.

hold_days: i32

Hold days.

future_last_trade_date: String

Future last trade date.

dividend_impact: f64

Dividend impact.

dividends_to_last_trade_date: f64

Dividends to last trade date.

TickSnapshotEnd

Tick snapshot end.

Fields

req_id: i32

Request id.

TickOptionComputation

Option computation tick.

Fields

req_id: i32

Request id.

tick_type: i32

Tick type.

tick_attrib: i32

Attribute bitset.

implied_vol: f64

Implied volatility.

delta: f64

Delta.

opt_price: f64

Option price.

pv_dividend: f64

Present value dividend.

gamma: f64

Gamma.

vega: f64

Vega.

theta: f64

Theta.

und_price: f64

Underlying price.

TickReqParams

Tick request parameters.

Fields

req_id: i32

Request id.

min_tick: String

Minimum tick.

bbo_exchange: String

BBO exchange.

snapshot_permissions: i32

Snapshot permissions.

last_price_precision: String

Last price precision.

last_size_precision: String

Last size precision.

CommissionAndFeesReport

Commission and fees report callback.

Fields

report: CommissionAndFeesReport

Report.

DeltaNeutralValidation

Delta-neutral validation callback.

Fields

req_id: i32

Request id.

delta_neutral_contract: DeltaNeutralContract

Delta-neutral contract.

OrderStatus

Order status.

Fields

order_id: i32

Order id.

status: String

Status text.

filled: Decimal

Filled quantity.

remaining: Decimal

Remaining quantity.

avg_fill_price: f64

Average fill price.

perm_id: i64

Permanent id.

parent_id: i32

Parent id.

last_fill_price: f64

Last fill price.

client_id: i32

Client id.

why_held: String

Why held.

market_cap_price: f64

Market cap price.

OpenOrder

Open order callback.

Fields

order_id: i32

Order id.

contract: Box<Contract>

Contract.

order: Box<Order>

Order.

order_state: Box<OrderState>

Order state.

OpenOrderEnd

Open order end.

ContractDetails

Contract details.

Fields

req_id: i32

Request id.

details: Box<ContractDetails>

Details.

BondContractDetails

Bond contract details.

Fields

req_id: i32

Request id.

details: Box<ContractDetails>

Details.

ContractDetailsEnd

Contract details end.

Fields

req_id: i32

Request id.

ExecutionDetails

Execution details.

Fields

req_id: i32

Request id.

contract: Box<Contract>

Contract.

execution: Execution

Execution details.

ExecutionDetailsEnd

Execution details end.

Fields

req_id: i32

Request id.

MarketDepth

Market depth update.

Fields

req_id: i32

Request id.

position: i32

Position.

operation: i32

Operation.

side: i32

Side.

price: f64

Price.

size: Decimal

Size.

market_maker: String

Market maker.

is_smart_depth: bool

Smart depth flag.

MarketDepthExchanges

Market depth exchanges.

Fields

descriptions: Vec<DepthMarketDataDescription>

Exchange descriptions.

SmartComponents

Smart components callback.

Fields

req_id: i32

Request id.

components: Vec<SmartComponent>

Components.

RerouteMarketDataRequest

Reroute market-data request.

Fields

req_id: i32

Request id.

con_id: i32

Contract id.

exchange: String

Exchange.

RerouteMarketDepthRequest

Reroute market-depth request.

Fields

req_id: i32

Request id.

con_id: i32

Contract id.

exchange: String

Exchange.

HistoricalData

Historical data bar.

Fields

req_id: i32

Request id.

bar: BarData

Bar.

HistoricalDataBars

Historical data batch.

Fields

req_id: i32

Request id.

bars: Vec<BarData>

Bars.

HistoricalDataUpdate

Historical data update.

Fields

req_id: i32

Request id.

bar: BarData

Bar.

HistoricalDataEnd

Historical data end.

Fields

req_id: i32

Request id.

start: String

Start marker.

end: String

End marker.

HistoricalTicks

Historical midpoint/trade ticks callback.

Fields

req_id: i32

Request id.

ticks: Vec<HistoricalTick>

Ticks.

done: bool

Done marker.

HistoricalTicksBidAsk

Historical bid/ask ticks callback.

Fields

req_id: i32

Request id.

ticks: Vec<HistoricalTickBidAsk>

Ticks.

done: bool

Done marker.

HistoricalTicksLast

Historical last trade ticks callback.

Fields

req_id: i32

Request id.

ticks: Vec<HistoricalTickLast>

Ticks.

done: bool

Done marker.

TickByTick

Tick-by-tick callback.

Fields

req_id: i32

Request id.

tick_type: i32

Tick type.

tick: Option<TickByTick>

Tick payload.

HistoricalSchedule

Historical schedule callback.

Fields

req_id: i32

Request id.

start_date_time: String

Schedule start.

end_date_time: String

Schedule end.

time_zone: String

Time zone.

sessions: Vec<HistoricalSession>

Sessions.

Position

Position callback.

Fields

account: String

Account.

contract: Box<Contract>

Contract.

position: Decimal

Position.

avg_cost: f64

Average cost.

PositionEnd

Position end.

PositionMulti

Position multi callback.

Fields

req_id: i32

Request id.

account: String

Account.

model_code: String

Model code.

contract: Box<Contract>

Contract.

position: Decimal

Position.

avg_cost: f64

Average cost.

PositionMultiEnd

Position multi end.

Fields

req_id: i32

Request id.

AccountValue

Account value update.

Fields

key: String

Key.

value: String

Value.

currency: String

Currency.

account_name: String

Account name.

PortfolioValue

Portfolio value update.

Fields

contract: Box<Contract>

Contract.

position: Decimal

Position.

market_price: f64

Market price.

market_value: f64

Market value.

average_cost: f64

Average cost.

unrealized_pnl: f64

Unrealized PnL.

realized_pnl: f64

Realized PnL.

account_name: String

Account name.

AccountUpdateTime

Account update time.

Fields

timestamp: String

Timestamp.

AccountDownloadEnd

Account download end.

Fields

account_name: String

Account name.

AccountSummary

Account summary.

Fields

req_id: i32

Request id.

account: String

Account.

tag: String

Tag.

value: String

Value.

currency: String

Currency.

AccountSummaryEnd

Account summary end.

Fields

req_id: i32

Request id.

AccountUpdateMulti

Account update multi.

Fields

req_id: i32

Request id.

account: String

Account.

model_code: String

Model code.

key: String

Key.

value: String

Value.

currency: String

Currency.

AccountUpdateMultiEnd

Account update multi end.

Fields

req_id: i32

Request id.

RealTimeBar

Real-time bar tick.

Fields

req_id: i32

Request id.

time: i64

Unix timestamp seconds.

bar: BarData

Bar.

HeadTimestamp

Head timestamp.

Fields

req_id: i32

Request id.

head_timestamp: String

Head timestamp.

HistogramData

Histogram data.

Fields

req_id: i32

Request id.

items: Vec<HistogramEntry>

Price/size entries.

ScannerParameters

Scanner parameters XML.

Fields

xml: String

XML payload.

ScannerData

Scanner data.

Fields

req_id: i32

Request id.

rows: Vec<ScannerDataRow>

Rows.

ScannerDataEnd

Scanner data end.

Fields

req_id: i32

Request id.

SoftDollarTiers

Soft-dollar tiers.

Fields

req_id: i32

Request id.

tiers: Vec<SoftDollarTier>

Tiers.

FamilyCodes

Family codes.

Fields

family_codes: Vec<FamilyCode>

Account family-code mappings.

SymbolSamples

Symbol samples callback.

Fields

req_id: i32

Request id.

descriptions: Vec<ContractDescription>

Contract descriptions.

SecurityDefinitionOptionParameter

Security definition option parameter callback.

Fields

req_id: i32

Request id.

exchange: String

Exchange.

underlying_con_id: i32

Underlying contract id.

trading_class: String

Trading class.

multiplier: String

Multiplier.

expirations: Vec<String>

Expirations.

strikes: Vec<f64>

Strikes.

SecurityDefinitionOptionParameterEnd

Security definition option parameter end.

Fields

req_id: i32

Request id.

MarketRule

Market rule.

Fields

market_rule_id: i32

Market rule id.

price_increments: Vec<PriceIncrement>

Price increments.

Pnl

PnL update.

Fields

req_id: i32

Request id.

daily_pnl: f64

Daily PnL.

unrealized_pnl: f64

Unrealized PnL.

realized_pnl: f64

Realized PnL.

PnlSingle

Single-contract PnL update.

Fields

req_id: i32

Request id.

position: Decimal

Position.

daily_pnl: f64

Daily PnL.

unrealized_pnl: f64

Unrealized PnL.

realized_pnl: f64

Realized PnL.

value: f64

Value.

NewsArticle

News article body.

Fields

req_id: i32

Request id.

article_type: i32

Article type.

article_text: String

Article text.

NewsBulletin

News bulletin.

Fields

news_msg_id: i32

Message id.

news_msg_type: i32

Message type.

news_message: String

Message text.

originating_exch: String

Originating exchange.

NewsProviders

News providers.

Fields

providers: Vec<NewsProvider>

Provider metadata.

HistoricalNews

Historical news item.

Fields

req_id: i32

Request id.

time: String

Time.

provider_code: String

Provider code.

article_id: String

Article id.

headline: String

Headline.

HistoricalNewsEnd

Historical news end.

Fields

req_id: i32

Request id.

has_more: bool

Whether more data is available.

TickNews

Tick news item.

Fields

req_id: i32

Request id.

timestamp: i64

Timestamp.

provider_code: String

Provider code.

article_id: String

Article id.

headline: String

Headline.

extra_data: String

Extra data.

WshMetaData

WSH metadata.

Fields

req_id: i32

Request id.

data_json: String

JSON payload.

WshEventData

WSH event data.

Fields

req_id: i32

Request id.

data_json: String

JSON payload.

ReceiveFa

Receive FA data.

Fields

fa_data_type: i32

FA data type.

xml: String

XML payload.

ReplaceFaEnd

Replace FA end.

Fields

req_id: i32

Request id.

text: String

Response text.

DisplayGroupList

Display group list.

Fields

req_id: i32

Request id.

groups: String

Groups.

DisplayGroupUpdated

Display group updated.

Fields

req_id: i32

Request id.

contract_info: String

Contract info.

VerifyMessageApi

Verify message API.

Fields

api_data: String

API data.

VerifyCompleted

Verify completed.

Fields

is_successful: bool

Success flag.

error_text: String

Error text.

VerifyAndAuthMessageApi

Verify-and-auth message API.

Fields

api_data: String

API data.

challenge: String

Challenge payload.

VerifyAndAuthCompleted

Verify-and-auth completed.

Fields

is_successful: bool

Success flag.

error_text: String

Error text.

ConfigResponse

Config response.

Fields

req_id: i32

Request id.

status: String

Status.

message: String

Message.

UpdateConfigResponse

Update config response.

Fields

req_id: i32

Request id.

status: String

Status.

message: String

Message.

changed_fields: Vec<String>

Changed fields.

errors: Vec<String>

Errors.

OrderBound

Order bound callback.

Fields

perm_id: i64

Permanent id.

client_id: i32

Client id.

order_id: i32

Order id.

CompletedOrder

Completed order callback.

Fields

contract: Box<Contract>

Contract.

order: Box<Order>

Order.

order_state: Box<OrderState>

Order state.

CompletedOrdersEnd

Completed orders end.

UserInfo

User info callback.

Fields

req_id: i32

Request id.

white_branding_id: String

White-branding id.

ManagedAccounts

Managed account list.

Fields

accounts: String

Comma-separated accounts.

Raw

Raw callback not decoded into a typed variant yet.

Fields

msg_id: i32

Message id.

fields: Vec<String>

Raw fields.

RawProtobuf

Raw protobuf callback not decoded by this crate.

Fields

msg_id: i32

Message id without protobuf offset.

payload: Vec<u8>

Raw payload.

Implementations

impl Event

pub fn tick_type(&self) -> Option<TickType>

Returns a semantic tick type for tick events.

pub fn market_data_type(&self) -> Option<MarketDataType>

Returns a semantic market-data type for a market-data-mode event.

Trait Implementations

impl Clone for Event

fn clone(&self) -> Event

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Event

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

Formats the value using the given formatter.

impl PartialEq for Event

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for Event