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OptionContract

Type Alias OptionContract 

Source
pub type OptionContract = GenericOptionContract;
Expand description

Standard OptionContract with no extra provider metadata.

Aliased Type§

pub struct OptionContract {
Show 13 fields pub key: OptionContractKey, pub currency: Currency, pub price: Option<PriceAmount>, pub bid: Option<PriceAmount>, pub ask: Option<PriceAmount>, pub volume: Option<u64>, pub open_interest: Option<u64>, pub implied_volatility: Option<NonNegativeDecimal>, pub in_the_money: Option<bool>, pub expiration_at: Option<DateTime<Utc>>, pub last_trade_at: Option<DateTime<Utc>>, pub greeks: Option<OptionGreeks>, pub provider: (),
}

Fields§

§key: OptionContractKey

Contract key fields.

§currency: Currency

Premium currency for price, bid, and ask.

§price: Option<PriceAmount>

Last traded price amount, denominated in currency.

§bid: Option<PriceAmount>

Best bid amount, denominated in currency.

§ask: Option<PriceAmount>

Best ask amount, denominated in currency.

§volume: Option<u64>

Traded volume.

§open_interest: Option<u64>

Open interest at the time of fetch.

§implied_volatility: Option<NonNegativeDecimal>

Implied volatility as a non-negative fraction (e.g., 0.25 for 25%).

§in_the_money: Option<bool>

Whether the provider reports the option as currently in the money.

None means the provider did not report this value.

§expiration_at: Option<DateTime<Utc>>

Exact UTC expiration instant, if known.

§last_trade_at: Option<DateTime<Utc>>

Exact UTC last trade instant, if known.

§greeks: Option<OptionGreeks>

Optional first-order greeks for the contract.

§provider: ()

Provider-specific payload, flattened into the serialized form.