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parse_realtime_bar

nautilus_interactive_brokers::data::parse

Function parse_realtime_bar 

Source 
pub fn parse_realtime_bar(
    bar_type: BarType,
    open: f64,
    high: f64,
    low: f64,
    close: f64,
    volume: f64,
    price_precision: u8,
    size_precision: u8,
    ts_event: UnixNanos,
    ts_init: UnixNanos,
) -> Result<Bar>
Expand description

Parse IB real-time bar data into a Bar.

§Arguments

  • bar_type - The bar type specification
  • open - Opening price
  • high - High price
  • low - Low price
  • close - Closing price
  • volume - Volume
  • price_precision - Price precision for the instrument
  • size_precision - Size precision for the instrument
  • ts_event - Event timestamp
  • ts_init - Initialization timestamp

§Errors

Returns an error if price or size conversion fails.