Module message

Structs§

BarMsg: Trades data in aggregated form, known as OHLC, candlesticks, klines etc. Not only most common time based aggregation is supported, but volume and tick count based as well. Bars are computed from tick-by-tick raw trade data, if in given interval no trades happened, there is no bar produced.
BookChangeMsg: Represents a Tardis WebSocket message for book changes.
BookLevel: Represents a single level in the order book (bid or ask).
BookSnapshotMsg: Represents a Tardis WebSocket message for book snapshots.
DerivativeTickerMsg: Derivative instrument ticker info sourced from real-time ticker & instrument channels.
DisconnectMsg: Message that marks events when real-time WebSocket connection that was used to collect the historical data got disconnected.
OptionSummaryMsg: Option summary info sourced from the options instrument channel, carrying exchange-provided greeks, implied volatilities, mark and underlying prices, and best bid/ask for a single option.
TradeMsg: Represents a Tardis WebSocket message for trades.