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OptionSummaryMsg

nautilus_tardis::machine::message

Struct OptionSummaryMsg 

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pub struct OptionSummaryMsg {
Show 24 fields
    pub symbol: Ustr,
    pub exchange: TardisExchange,
    pub option_type: String,
    pub strike_price: f64,
    pub expiration_date: DateTime<Utc>,
    pub best_bid_price: Option<f64>,
    pub best_bid_amount: Option<f64>,
    pub best_bid_iv: Option<f64>,
    pub best_ask_price: Option<f64>,
    pub best_ask_amount: Option<f64>,
    pub best_ask_iv: Option<f64>,
    pub last_price: Option<f64>,
    pub open_interest: Option<f64>,
    pub mark_price: Option<f64>,
    pub mark_iv: Option<f64>,
    pub delta: Option<f64>,
    pub gamma: Option<f64>,
    pub vega: Option<f64>,
    pub theta: Option<f64>,
    pub rho: Option<f64>,
    pub underlying_price: Option<f64>,
    pub underlying_index: String,
    pub timestamp: DateTime<Utc>,
    pub local_timestamp: DateTime<Utc>,

}
Expand description

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.

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§symbol: Ustr

The symbol as provided by the exchange.

§exchange: TardisExchange

The exchange ID.

§option_type: String

The option type, either put or call.

§strike_price: f64

The option strike price.

§expiration_date: DateTime<Utc>

The option expiration date provided by the exchange.

§best_bid_price: Option<f64>

The best bid price if provided by the exchange.

§best_bid_amount: Option<f64>

The best bid amount if provided by the exchange.

§best_bid_iv: Option<f64>

The best bid implied volatility if provided by the exchange.

§best_ask_price: Option<f64>

The best ask price if provided by the exchange.

§best_ask_amount: Option<f64>

The best ask amount if provided by the exchange.

§best_ask_iv: Option<f64>

The best ask implied volatility if provided by the exchange.

§last_price: Option<f64>

The last trade price if provided by the exchange.

§open_interest: Option<f64>

The open interest if provided by the exchange.

§mark_price: Option<f64>

The mark price if provided by the exchange.

§mark_iv: Option<f64>

The mark implied volatility if provided by the exchange.

§delta: Option<f64>

The option delta if provided by the exchange.

§gamma: Option<f64>

The option gamma if provided by the exchange.

§vega: Option<f64>

The option vega if provided by the exchange.

§theta: Option<f64>

The option theta if provided by the exchange.

§rho: Option<f64>

The option rho if provided by the exchange.

§underlying_price: Option<f64>

The underlying price if provided by the exchange.

§underlying_index: String

The underlying index name.

§timestamp: DateTime<Utc>

The message timestamp provided by the exchange.

§local_timestamp: DateTime<Utc>

The local timestamp when the message was received.

Trait Implementations§

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impl Clone for OptionSummaryMsg

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fn clone(&self) -> OptionSummaryMsg

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for OptionSummaryMsg

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for OptionSummaryMsg

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for OptionSummaryMsg

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more

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