Struct Feeds 

pub struct Feeds<'a> {
    pub reference: Option<f64>,
    pub deriv: Option<&'a DerivativesTick>,
    pub orderbook: Option<&'a OrderBook>,
    pub trades: Option<&'a [TradePrint]>,
    pub cross_section: Option<&'a CrossSection>,
}

The optional non-OHLCV feeds for one bar: a reference-series close (pairwise), a derivatives tick (derivatives) and an order-book snapshot (order-book). Absent feeds are None; indicators that need a missing feed yield nothing.

Fields

reference: Option<f64>

Reference-series close for pairwise indicators.

deriv: Option<&'a DerivativesTick>

Derivatives tick for derivatives indicators.

orderbook: Option<&'a OrderBook>

Order-book snapshot for order-book indicators.

trades: Option<&'a [TradePrint]>

Trades that printed within this bar, for trade-flow indicators.

cross_section: Option<&'a CrossSection>

Market cross-section for this bar, for breadth indicators.

Trait Implementations

impl<'a> Debug for Feeds<'a>

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

Formats the value using the given formatter.

impl<'a> Default for Feeds<'a>

fn default() -> Feeds<'a>

Returns the “default value” for a type.