Module parse 

Parsing utilities for converting Interactive Brokers data to Nautilus types.

Functions

parse_index_price

Parse IB index price data into an [IndexPriceUpdate].

parse_market_depth_operation

Parse IB market depth operation to BookAction.

parse_option_computation_to_option_greeks

Parse an IB option computation into Nautilus option greeks when the tick carries model greeks.

parse_option_open_interest

Parse open interest from an IB tick type when present.

parse_quote_tick

Parse IB tick price and size data into a QuoteTick.

parse_realtime_bar

Parse IB real-time bar data into a Bar.

parse_trade_tick

Parse IB trade tick data into a TradeTick.