Struct EquityClient 

pub struct EquityClient<'a> { /* private fields */ }

High-level equity data facade built on top of TradingView screener and quote sessions.

This facade exposes typed products for common stock workflows such as:

• quotes and market movers
• fundamentals snapshots
• analyst summaries, targets, forecasts, and earnings metadata
• native estimate history and point-in-time fundamentals

Examples

use tvdata_rs::{Result, TradingViewClient};

#[tokio::main]
async fn main() -> Result<()> {
    let client = TradingViewClient::builder().build()?;
    let equity = client.equity();

    let quote = equity.quote("NASDAQ:AAPL").await?;
    let analyst = equity.analyst_summary("NASDAQ:AAPL").await?;

    println!("{:?} {:?}", quote.close, analyst.price_targets.average);
    Ok(())
}

Implementations

impl<'a> EquityClient<'a>

pub const fn new(client: &'a TradingViewClient) -> Self

pub fn client(&self) -> &'a TradingViewClient

pub async fn quote(&self, symbol: impl Into<Ticker>) -> Result<QuoteSnapshot>

Fetches a typed equity quote snapshot for a single symbol.

pub async fn quotes<I, T>(&self, symbols: I) -> Result<Vec<QuoteSnapshot>>

where I: IntoIterator<Item = T>, T: Into<Ticker>,

Fetches typed quote snapshots for multiple symbols while preserving the requested order.

pub async fn quotes_batch<I, T>( &self, symbols: I, ) -> Result<BatchResult<QuoteSnapshot>>

where I: IntoIterator<Item = T>, T: Into<Ticker>,

pub async fn fundamentals( &self, symbol: impl Into<Ticker>, ) -> Result<FundamentalsSnapshot>

Fetches a fundamentals snapshot for a single equity symbol.

Examples

use tvdata_rs::{Result, TradingViewClient};

#[tokio::main]
async fn main() -> Result<()> {
    let client = TradingViewClient::builder().build()?;
    let fundamentals = client.equity().fundamentals("NASDAQ:AAPL").await?;

    println!("{:?}", fundamentals.market_cap);
    Ok(())
}

pub async fn fundamentals_history( &self, symbol: impl Into<Ticker>, ) -> Result<PointInTimeFundamentals>

pub async fn fundamentals_point_in_time( &self, symbol: impl Into<Ticker>, ) -> Result<PointInTimeFundamentals>

Fetches native point-in-time fundamentals history from TradingView quote sessions.

pub async fn fundamentals_histories<I, T>( &self, symbols: I, ) -> Result<Vec<PointInTimeFundamentals>>

where I: IntoIterator<Item = T>, T: Into<Ticker>,

pub async fn fundamentals_point_in_time_batch<I, T>( &self, symbols: I, ) -> Result<Vec<PointInTimeFundamentals>>

where I: IntoIterator<Item = T>, T: Into<Ticker>,

pub async fn fundamentals_batch<I, T>( &self, symbols: I, ) -> Result<Vec<FundamentalsSnapshot>>

where I: IntoIterator<Item = T>, T: Into<Ticker>,

pub async fn analyst_summary( &self, symbol: impl Into<Ticker>, ) -> Result<AnalystSummary>

Fetches a rich analyst snapshot combining recommendations, targets, forecasts, earnings, and FX conversion metadata.

Examples

use tvdata_rs::{Result, TradingViewClient};

#[tokio::main]
async fn main() -> Result<()> {
    let client = TradingViewClient::builder().build()?;
    let analyst = client.equity().analyst_summary("NASDAQ:AAPL").await?;

    println!("{:?}", analyst.recommendations.rating);
    Ok(())
}

pub async fn estimate_history( &self, symbol: impl Into<Ticker>, ) -> Result<EstimateHistory>

Fetches native analyst estimate history from TradingView quote sessions.

The returned model is point-in-time aware and distinguishes annual and quarterly observations.

Examples

use tvdata_rs::{Result, TradingViewClient};

#[tokio::main]
async fn main() -> Result<()> {
    let client = TradingViewClient::builder().build()?;
    let history = client.equity().estimate_history("NASDAQ:AAPL").await?;

    println!(
        "quarterly observations: {}",
        history.quarterly.len()
    );
    Ok(())
}

pub async fn earnings_history( &self, symbol: impl Into<Ticker>, ) -> Result<EstimateHistory>

pub async fn estimate_histories<I, T>( &self, symbols: I, ) -> Result<Vec<EstimateHistory>>

where I: IntoIterator<Item = T>, T: Into<Ticker>,

pub async fn earnings_histories<I, T>( &self, symbols: I, ) -> Result<Vec<EstimateHistory>>

where I: IntoIterator<Item = T>, T: Into<Ticker>,

pub async fn analyst_recommendations( &self, symbol: impl Into<Ticker>, ) -> Result<AnalystRecommendations>

pub async fn price_targets( &self, symbol: impl Into<Ticker>, ) -> Result<AnalystPriceTargets>

pub async fn analyst_forecasts( &self, symbol: impl Into<Ticker>, ) -> Result<AnalystForecasts>

pub async fn earnings_calendar( &self, symbol: impl Into<Ticker>, ) -> Result<EarningsCalendar>

pub async fn earnings_events( &self, symbol: impl Into<Ticker>, ) -> Result<EarningsCalendar>

pub async fn analyst_fx_rates( &self, symbol: impl Into<Ticker>, ) -> Result<AnalystFxRates>

pub async fn analyst_summaries<I, T>( &self, symbols: I, ) -> Result<Vec<AnalystSummary>>

where I: IntoIterator<Item = T>, T: Into<Ticker>,

pub async fn technical_summary( &self, symbol: impl Into<Ticker>, ) -> Result<TechnicalSummary>

pub async fn technical_summaries<I, T>( &self, symbols: I, ) -> Result<Vec<TechnicalSummary>>

where I: IntoIterator<Item = T>, T: Into<Ticker>,

pub async fn overview( &self, symbol: impl Into<Ticker>, ) -> Result<EquityOverview>

pub async fn overviews<I, T>(&self, symbols: I) -> Result<Vec<EquityOverview>>

where I: IntoIterator<Item = T>, T: Into<Ticker>,

pub async fn top_gainers( &self, market: impl Into<Market>, limit: usize, ) -> Result<Vec<QuoteSnapshot>>

Fetches the strongest equity movers in a market by percentage change.

pub async fn top_losers( &self, market: impl Into<Market>, limit: usize, ) -> Result<Vec<QuoteSnapshot>>

pub async fn most_active( &self, market: impl Into<Market>, limit: usize, ) -> Result<Vec<QuoteSnapshot>>

Trait Implementations

impl<'a> Clone for EquityClient<'a>

fn clone(&self) -> EquityClient<'a>

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<'a> Debug for EquityClient<'a>

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

Formats the value using the given formatter.

impl<'a> Copy for EquityClient<'a>