nautilus_interactive_brokers/common/enums/
market_data.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use std::{fmt::Display, str::FromStr};
17
18/// Interactive Brokers historical tick request types.
19#[derive(Debug, Clone, Copy, PartialEq, Eq)]
20#[cfg_attr(
21    feature = "python",
22    pyo3::pyclass(
23        module = "nautilus_trader.adapters.interactive_brokers",
24        from_py_object,
25        rename_all = "SCREAMING_SNAKE_CASE"
26    )
27)]
28#[cfg_attr(
29    feature = "python",
30    pyo3_stub_gen::derive::gen_stub_pyclass_enum(
31        module = "nautilus_trader.adapters.interactive_brokers"
32    )
33)]
34pub enum IbHistoricalTickType {
35    /// Historical trade ticks.
36    Trades,
37    /// Historical bid/ask ticks.
38    BidAsk,
39}
40
41impl IbHistoricalTickType {
42    /// Returns the IB wire string.
43    #[must_use]
44    pub const fn as_str(self) -> &'static str {
45        match self {
46            Self::Trades => "TRADES",
47            Self::BidAsk => "BID_ASK",
48        }
49    }
50}
51
52impl FromStr for IbHistoricalTickType {
53    type Err = anyhow::Error;
54
55    fn from_str(value: &str) -> Result<Self, Self::Err> {
56        match value.to_ascii_uppercase().as_str() {
57            "TRADES" => Ok(Self::Trades),
58            "BID_ASK" => Ok(Self::BidAsk),
59            _ => anyhow::bail!("Unknown IB historical tick type: {value}"),
60        }
61    }
62}
63
64impl Display for IbHistoricalTickType {
65    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
66        f.write_str(self.as_str())
67    }
68}
69
70/// Interactive Brokers trading hours selector.
71#[derive(Debug, Clone, Copy, PartialEq, Eq)]
72#[cfg_attr(
73    feature = "python",
74    pyo3::pyclass(
75        module = "nautilus_trader.adapters.interactive_brokers",
76        from_py_object,
77        rename_all = "SCREAMING_SNAKE_CASE"
78    )
79)]
80#[cfg_attr(
81    feature = "python",
82    pyo3_stub_gen::derive::gen_stub_pyclass_enum(
83        module = "nautilus_trader.adapters.interactive_brokers"
84    )
85)]
86pub enum IbTradingHours {
87    /// Regular trading hours only.
88    Regular,
89    /// Include extended trading hours.
90    Extended,
91}
92
93impl IbTradingHours {
94    /// Returns whether IB should use regular trading hours only.
95    #[must_use]
96    pub const fn use_rth(self) -> bool {
97        matches!(self, Self::Regular)
98    }
99
100    /// Converts to the rust-ibapi trading hours enum.
101    #[must_use]
102    pub const fn ibapi_trading_hours(self) -> ibapi::market_data::TradingHours {
103        match self {
104            Self::Regular => ibapi::market_data::TradingHours::Regular,
105            Self::Extended => ibapi::market_data::TradingHours::Extended,
106        }
107    }
108}
109
110impl From<bool> for IbTradingHours {
111    fn from(use_rth: bool) -> Self {
112        if use_rth {
113            Self::Regular
114        } else {
115            Self::Extended
116        }
117    }
118}
119
120/// Interactive Brokers historical bar-size values.
121#[derive(Debug, Clone, Copy, PartialEq, Eq)]
122#[cfg_attr(
123    feature = "python",
124    pyo3::pyclass(
125        module = "nautilus_trader.adapters.interactive_brokers",
126        from_py_object,
127        rename_all = "SCREAMING_SNAKE_CASE"
128    )
129)]
130#[cfg_attr(
131    feature = "python",
132    pyo3_stub_gen::derive::gen_stub_pyclass_enum(
133        module = "nautilus_trader.adapters.interactive_brokers"
134    )
135)]
136pub enum IbHistoricalBarSize {
137    Sec,
138    Sec5,
139    Sec10,
140    Sec15,
141    Sec30,
142    Min,
143    Min2,
144    Min3,
145    Min5,
146    Min10,
147    Min15,
148    Min20,
149    Min30,
150    Hour,
151    Hour2,
152    Hour3,
153    Hour4,
154    Hour8,
155    Day,
156    Week,
157    Month,
158}
159
160impl IbHistoricalBarSize {
161    /// Converts to the rust-ibapi historical bar-size enum.
162    #[must_use]
163    pub const fn ibapi_bar_size(self) -> ibapi::market_data::historical::BarSize {
164        match self {
165            Self::Sec => ibapi::market_data::historical::BarSize::Sec,
166            Self::Sec5 => ibapi::market_data::historical::BarSize::Sec5,
167            Self::Sec10 => ibapi::market_data::historical::BarSize::Sec10,
168            Self::Sec15 => ibapi::market_data::historical::BarSize::Sec15,
169            Self::Sec30 => ibapi::market_data::historical::BarSize::Sec30,
170            Self::Min => ibapi::market_data::historical::BarSize::Min,
171            Self::Min2 => ibapi::market_data::historical::BarSize::Min2,
172            Self::Min3 => ibapi::market_data::historical::BarSize::Min3,
173            Self::Min5 => ibapi::market_data::historical::BarSize::Min5,
174            Self::Min10 => ibapi::market_data::historical::BarSize::Min10,
175            Self::Min15 => ibapi::market_data::historical::BarSize::Min15,
176            Self::Min20 => ibapi::market_data::historical::BarSize::Min20,
177            Self::Min30 => ibapi::market_data::historical::BarSize::Min30,
178            Self::Hour => ibapi::market_data::historical::BarSize::Hour,
179            Self::Hour2 => ibapi::market_data::historical::BarSize::Hour2,
180            Self::Hour3 => ibapi::market_data::historical::BarSize::Hour3,
181            Self::Hour4 => ibapi::market_data::historical::BarSize::Hour4,
182            Self::Hour8 => ibapi::market_data::historical::BarSize::Hour8,
183            Self::Day => ibapi::market_data::historical::BarSize::Day,
184            Self::Week => ibapi::market_data::historical::BarSize::Week,
185            Self::Month => ibapi::market_data::historical::BarSize::Month,
186        }
187    }
188}
189
190impl Display for IbHistoricalBarSize {
191    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
192        write!(f, "{}", self.ibapi_bar_size())
193    }
194}
195
196/// Interactive Brokers historical data selectors.
197#[derive(Debug, Clone, Copy, PartialEq, Eq)]
198#[cfg_attr(
199    feature = "python",
200    pyo3::pyclass(
201        module = "nautilus_trader.adapters.interactive_brokers",
202        from_py_object,
203        rename_all = "SCREAMING_SNAKE_CASE"
204    )
205)]
206#[cfg_attr(
207    feature = "python",
208    pyo3_stub_gen::derive::gen_stub_pyclass_enum(
209        module = "nautilus_trader.adapters.interactive_brokers"
210    )
211)]
212pub enum IbHistoricalWhatToShow {
213    Trades,
214    Midpoint,
215    Bid,
216    Ask,
217    BidAsk,
218    HistoricalVolatility,
219    OptionImpliedVolatility,
220    FeeRate,
221    Schedule,
222    AdjustedLast,
223}
224
225impl IbHistoricalWhatToShow {
226    /// Returns the IB wire string.
227    #[must_use]
228    pub const fn as_str(self) -> &'static str {
229        match self {
230            Self::Trades => "TRADES",
231            Self::Midpoint => "MIDPOINT",
232            Self::Bid => "BID",
233            Self::Ask => "ASK",
234            Self::BidAsk => "BID_ASK",
235            Self::HistoricalVolatility => "HISTORICAL_VOLATILITY",
236            Self::OptionImpliedVolatility => "OPTION_IMPLIED_VOLATILITY",
237            Self::FeeRate => "FEE_RATE",
238            Self::Schedule => "SCHEDULE",
239            Self::AdjustedLast => "ADJUSTED_LAST",
240        }
241    }
242
243    /// Converts to the rust-ibapi historical data selector.
244    #[must_use]
245    pub const fn ibapi_what_to_show(self) -> ibapi::market_data::historical::WhatToShow {
246        match self {
247            Self::Trades => ibapi::market_data::historical::WhatToShow::Trades,
248            Self::Midpoint => ibapi::market_data::historical::WhatToShow::MidPoint,
249            Self::Bid => ibapi::market_data::historical::WhatToShow::Bid,
250            Self::Ask => ibapi::market_data::historical::WhatToShow::Ask,
251            Self::BidAsk => ibapi::market_data::historical::WhatToShow::BidAsk,
252            Self::HistoricalVolatility => {
253                ibapi::market_data::historical::WhatToShow::HistoricalVolatility
254            }
255            Self::OptionImpliedVolatility => {
256                ibapi::market_data::historical::WhatToShow::OptionImpliedVolatility
257            }
258            Self::FeeRate => ibapi::market_data::historical::WhatToShow::FeeRate,
259            Self::Schedule => ibapi::market_data::historical::WhatToShow::Schedule,
260            Self::AdjustedLast => ibapi::market_data::historical::WhatToShow::AdjustedLast,
261        }
262    }
263}
264
265impl Display for IbHistoricalWhatToShow {
266    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
267        f.write_str(self.as_str())
268    }
269}
270
271/// Interactive Brokers realtime bar-size values.
272#[derive(Debug, Clone, Copy, PartialEq, Eq)]
273#[cfg_attr(
274    feature = "python",
275    pyo3::pyclass(
276        module = "nautilus_trader.adapters.interactive_brokers",
277        from_py_object,
278        rename_all = "SCREAMING_SNAKE_CASE"
279    )
280)]
281#[cfg_attr(
282    feature = "python",
283    pyo3_stub_gen::derive::gen_stub_pyclass_enum(
284        module = "nautilus_trader.adapters.interactive_brokers"
285    )
286)]
287pub enum IbRealtimeBarSize {
288    Sec5,
289}
290
291impl IbRealtimeBarSize {
292    /// Converts to the rust-ibapi realtime bar-size enum.
293    #[must_use]
294    pub const fn ibapi_bar_size(self) -> ibapi::market_data::realtime::BarSize {
295        match self {
296            Self::Sec5 => ibapi::market_data::realtime::BarSize::Sec5,
297        }
298    }
299}
300
301impl Display for IbRealtimeBarSize {
302    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
303        match self {
304            Self::Sec5 => f.write_str("5 secs"),
305        }
306    }
307}
308
309/// Interactive Brokers realtime bar selectors.
310#[derive(Debug, Clone, Copy, PartialEq, Eq)]
311#[cfg_attr(
312    feature = "python",
313    pyo3::pyclass(
314        module = "nautilus_trader.adapters.interactive_brokers",
315        from_py_object,
316        rename_all = "SCREAMING_SNAKE_CASE"
317    )
318)]
319#[cfg_attr(
320    feature = "python",
321    pyo3_stub_gen::derive::gen_stub_pyclass_enum(
322        module = "nautilus_trader.adapters.interactive_brokers"
323    )
324)]
325pub enum IbRealtimeWhatToShow {
326    Trades,
327    Midpoint,
328    Bid,
329    Ask,
330}
331
332impl IbRealtimeWhatToShow {
333    /// Returns the IB wire string.
334    #[must_use]
335    pub const fn as_str(self) -> &'static str {
336        match self {
337            Self::Trades => "TRADES",
338            Self::Midpoint => "MIDPOINT",
339            Self::Bid => "BID",
340            Self::Ask => "ASK",
341        }
342    }
343
344    /// Converts to the rust-ibapi realtime data selector.
345    #[must_use]
346    pub const fn ibapi_what_to_show(self) -> ibapi::market_data::realtime::WhatToShow {
347        match self {
348            Self::Trades => ibapi::market_data::realtime::WhatToShow::Trades,
349            Self::Midpoint => ibapi::market_data::realtime::WhatToShow::MidPoint,
350            Self::Bid => ibapi::market_data::realtime::WhatToShow::Bid,
351            Self::Ask => ibapi::market_data::realtime::WhatToShow::Ask,
352        }
353    }
354}
355
356impl Display for IbRealtimeWhatToShow {
357    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
358        f.write_str(self.as_str())
359    }
360}
361
362/// Interactive Brokers market data tick types.
363#[derive(Debug, Clone, Copy, PartialEq, Eq)]
364#[cfg_attr(
365    feature = "python",
366    pyo3::pyclass(
367        module = "nautilus_trader.adapters.interactive_brokers",
368        from_py_object,
369        rename_all = "SCREAMING_SNAKE_CASE"
370    )
371)]
372#[cfg_attr(
373    feature = "python",
374    pyo3_stub_gen::derive::gen_stub_pyclass_enum(
375        module = "nautilus_trader.adapters.interactive_brokers"
376    )
377)]
378pub enum IbTickType {
379    Unknown,
380    BidSize,
381    Bid,
382    Ask,
383    AskSize,
384    Last,
385    LastSize,
386    High,
387    Low,
388    Volume,
389    Close,
390    BidOption,
391    AskOption,
392    LastOption,
393    ModelOption,
394    Open,
395    Low13Week,
396    High13Week,
397    Low26Week,
398    High26Week,
399    Low52Week,
400    High52Week,
401    AvgVolume,
402    OpenInterest,
403    OptionHistoricalVol,
404    OptionImpliedVol,
405    OptionBidExch,
406    OptionAskExch,
407    OptionCallOpenInterest,
408    OptionPutOpenInterest,
409    OptionCallVolume,
410    OptionPutVolume,
411    IndexFuturePremium,
412    BidExch,
413    AskExch,
414    AuctionVolume,
415    AuctionPrice,
416    AuctionImbalance,
417    MarkPrice,
418    BidEfpComputation,
419    AskEfpComputation,
420    LastEfpComputation,
421    OpenEfpComputation,
422    HighEfpComputation,
423    LowEfpComputation,
424    CloseEfpComputation,
425    LastTimestamp,
426    Shortable,
427    FundamentalRatios,
428    RtVolume,
429    Halted,
430    BidYield,
431    AskYield,
432    LastYield,
433    CustOptionComputation,
434    TradeCount,
435    TradeRate,
436    VolumeRate,
437    LastRthTrade,
438    RtHistoricalVol,
439    IbDividends,
440    BondFactorMultiplier,
441    RegulatoryImbalance,
442    NewsTick,
443    ShortTermVolume3Min,
444    ShortTermVolume5Min,
445    ShortTermVolume10Min,
446    DelayedBid,
447    DelayedAsk,
448    DelayedLast,
449    DelayedBidSize,
450    DelayedAskSize,
451    DelayedLastSize,
452    DelayedHigh,
453    DelayedLow,
454    DelayedVolume,
455    DelayedClose,
456    DelayedOpen,
457    RtTrdVolume,
458    CreditmanMarkPrice,
459    CreditmanSlowMarkPrice,
460    DelayedBidOption,
461    DelayedAskOption,
462    DelayedLastOption,
463    DelayedModelOption,
464    LastExch,
465    LastRegTime,
466    FuturesOpenInterest,
467    AvgOptVolume,
468    DelayedLastTimestamp,
469    ShortableShares,
470    DelayedHalted,
471    Reuters2MutualFunds,
472    EtfNavClose,
473    EtfNavPriorClose,
474    EtfNavBid,
475    EtfNavAsk,
476    EtfNavLast,
477    EtfFrozenNavLast,
478    EtfNavHigh,
479    EtfNavLow,
480    SocialMarketAnalytics,
481    EstimatedIpoMidpoint,
482    FinalIpoLast,
483    DelayedYieldBid,
484    DelayedYieldAsk,
485}
486
487impl IbTickType {
488    /// Returns the IB integer code.
489    #[must_use]
490    pub const fn as_i32(self) -> i32 {
491        match self {
492            Self::Unknown => -1,
493            Self::BidSize => 0,
494            Self::Bid => 1,
495            Self::Ask => 2,
496            Self::AskSize => 3,
497            Self::Last => 4,
498            Self::LastSize => 5,
499            Self::High => 6,
500            Self::Low => 7,
501            Self::Volume => 8,
502            Self::Close => 9,
503            Self::BidOption => 10,
504            Self::AskOption => 11,
505            Self::LastOption => 12,
506            Self::ModelOption => 13,
507            Self::Open => 14,
508            Self::Low13Week => 15,
509            Self::High13Week => 16,
510            Self::Low26Week => 17,
511            Self::High26Week => 18,
512            Self::Low52Week => 19,
513            Self::High52Week => 20,
514            Self::AvgVolume => 21,
515            Self::OpenInterest => 22,
516            Self::OptionHistoricalVol => 23,
517            Self::OptionImpliedVol => 24,
518            Self::OptionBidExch => 25,
519            Self::OptionAskExch => 26,
520            Self::OptionCallOpenInterest => 27,
521            Self::OptionPutOpenInterest => 28,
522            Self::OptionCallVolume => 29,
523            Self::OptionPutVolume => 30,
524            Self::IndexFuturePremium => 31,
525            Self::BidExch => 32,
526            Self::AskExch => 33,
527            Self::AuctionVolume => 34,
528            Self::AuctionPrice => 35,
529            Self::AuctionImbalance => 36,
530            Self::MarkPrice => 37,
531            Self::BidEfpComputation => 38,
532            Self::AskEfpComputation => 39,
533            Self::LastEfpComputation => 40,
534            Self::OpenEfpComputation => 41,
535            Self::HighEfpComputation => 42,
536            Self::LowEfpComputation => 43,
537            Self::CloseEfpComputation => 44,
538            Self::LastTimestamp => 45,
539            Self::Shortable => 46,
540            Self::FundamentalRatios => 47,
541            Self::RtVolume => 48,
542            Self::Halted => 49,
543            Self::BidYield => 50,
544            Self::AskYield => 51,
545            Self::LastYield => 52,
546            Self::CustOptionComputation => 53,
547            Self::TradeCount => 54,
548            Self::TradeRate => 55,
549            Self::VolumeRate => 56,
550            Self::LastRthTrade => 57,
551            Self::RtHistoricalVol => 58,
552            Self::IbDividends => 59,
553            Self::BondFactorMultiplier => 60,
554            Self::RegulatoryImbalance => 61,
555            Self::NewsTick => 62,
556            Self::ShortTermVolume3Min => 63,
557            Self::ShortTermVolume5Min => 64,
558            Self::ShortTermVolume10Min => 65,
559            Self::DelayedBid => 66,
560            Self::DelayedAsk => 67,
561            Self::DelayedLast => 68,
562            Self::DelayedBidSize => 69,
563            Self::DelayedAskSize => 70,
564            Self::DelayedLastSize => 71,
565            Self::DelayedHigh => 72,
566            Self::DelayedLow => 73,
567            Self::DelayedVolume => 74,
568            Self::DelayedClose => 75,
569            Self::DelayedOpen => 76,
570            Self::RtTrdVolume => 77,
571            Self::CreditmanMarkPrice => 78,
572            Self::CreditmanSlowMarkPrice => 79,
573            Self::DelayedBidOption => 80,
574            Self::DelayedAskOption => 81,
575            Self::DelayedLastOption => 82,
576            Self::DelayedModelOption => 83,
577            Self::LastExch => 84,
578            Self::LastRegTime => 85,
579            Self::FuturesOpenInterest => 86,
580            Self::AvgOptVolume => 87,
581            Self::DelayedLastTimestamp => 88,
582            Self::ShortableShares => 89,
583            Self::DelayedHalted => 90,
584            Self::Reuters2MutualFunds => 91,
585            Self::EtfNavClose => 92,
586            Self::EtfNavPriorClose => 93,
587            Self::EtfNavBid => 94,
588            Self::EtfNavAsk => 95,
589            Self::EtfNavLast => 96,
590            Self::EtfFrozenNavLast => 97,
591            Self::EtfNavHigh => 98,
592            Self::EtfNavLow => 99,
593            Self::SocialMarketAnalytics => 100,
594            Self::EstimatedIpoMidpoint => 101,
595            Self::FinalIpoLast => 102,
596            Self::DelayedYieldBid => 103,
597            Self::DelayedYieldAsk => 104,
598        }
599    }
600
601    /// Converts to the rust-ibapi tick type enum.
602    #[must_use]
603    pub fn ibapi_tick_type(self) -> ibapi::contracts::tick_types::TickType {
604        ibapi::contracts::tick_types::TickType::from(self.as_i32())
605    }
606}
607
608impl From<i32> for IbTickType {
609    fn from(value: i32) -> Self {
610        match value {
611            0 => Self::BidSize,
612            1 => Self::Bid,
613            2 => Self::Ask,
614            3 => Self::AskSize,
615            4 => Self::Last,
616            5 => Self::LastSize,
617            6 => Self::High,
618            7 => Self::Low,
619            8 => Self::Volume,
620            9 => Self::Close,
621            10 => Self::BidOption,
622            11 => Self::AskOption,
623            12 => Self::LastOption,
624            13 => Self::ModelOption,
625            14 => Self::Open,
626            15 => Self::Low13Week,
627            16 => Self::High13Week,
628            17 => Self::Low26Week,
629            18 => Self::High26Week,
630            19 => Self::Low52Week,
631            20 => Self::High52Week,
632            21 => Self::AvgVolume,
633            22 => Self::OpenInterest,
634            23 => Self::OptionHistoricalVol,
635            24 => Self::OptionImpliedVol,
636            25 => Self::OptionBidExch,
637            26 => Self::OptionAskExch,
638            27 => Self::OptionCallOpenInterest,
639            28 => Self::OptionPutOpenInterest,
640            29 => Self::OptionCallVolume,
641            30 => Self::OptionPutVolume,
642            31 => Self::IndexFuturePremium,
643            32 => Self::BidExch,
644            33 => Self::AskExch,
645            34 => Self::AuctionVolume,
646            35 => Self::AuctionPrice,
647            36 => Self::AuctionImbalance,
648            37 => Self::MarkPrice,
649            38 => Self::BidEfpComputation,
650            39 => Self::AskEfpComputation,
651            40 => Self::LastEfpComputation,
652            41 => Self::OpenEfpComputation,
653            42 => Self::HighEfpComputation,
654            43 => Self::LowEfpComputation,
655            44 => Self::CloseEfpComputation,
656            45 => Self::LastTimestamp,
657            46 => Self::Shortable,
658            47 => Self::FundamentalRatios,
659            48 => Self::RtVolume,
660            49 => Self::Halted,
661            50 => Self::BidYield,
662            51 => Self::AskYield,
663            52 => Self::LastYield,
664            53 => Self::CustOptionComputation,
665            54 => Self::TradeCount,
666            55 => Self::TradeRate,
667            56 => Self::VolumeRate,
668            57 => Self::LastRthTrade,
669            58 => Self::RtHistoricalVol,
670            59 => Self::IbDividends,
671            60 => Self::BondFactorMultiplier,
672            61 => Self::RegulatoryImbalance,
673            62 => Self::NewsTick,
674            63 => Self::ShortTermVolume3Min,
675            64 => Self::ShortTermVolume5Min,
676            65 => Self::ShortTermVolume10Min,
677            66 => Self::DelayedBid,
678            67 => Self::DelayedAsk,
679            68 => Self::DelayedLast,
680            69 => Self::DelayedBidSize,
681            70 => Self::DelayedAskSize,
682            71 => Self::DelayedLastSize,
683            72 => Self::DelayedHigh,
684            73 => Self::DelayedLow,
685            74 => Self::DelayedVolume,
686            75 => Self::DelayedClose,
687            76 => Self::DelayedOpen,
688            77 => Self::RtTrdVolume,
689            78 => Self::CreditmanMarkPrice,
690            79 => Self::CreditmanSlowMarkPrice,
691            80 => Self::DelayedBidOption,
692            81 => Self::DelayedAskOption,
693            82 => Self::DelayedLastOption,
694            83 => Self::DelayedModelOption,
695            84 => Self::LastExch,
696            85 => Self::LastRegTime,
697            86 => Self::FuturesOpenInterest,
698            87 => Self::AvgOptVolume,
699            88 => Self::DelayedLastTimestamp,
700            89 => Self::ShortableShares,
701            90 => Self::DelayedHalted,
702            91 => Self::Reuters2MutualFunds,
703            92 => Self::EtfNavClose,
704            93 => Self::EtfNavPriorClose,
705            94 => Self::EtfNavBid,
706            95 => Self::EtfNavAsk,
707            96 => Self::EtfNavLast,
708            97 => Self::EtfFrozenNavLast,
709            98 => Self::EtfNavHigh,
710            99 => Self::EtfNavLow,
711            100 => Self::SocialMarketAnalytics,
712            101 => Self::EstimatedIpoMidpoint,
713            102 => Self::FinalIpoLast,
714            103 => Self::DelayedYieldBid,
715            104 => Self::DelayedYieldAsk,
716            _ => Self::Unknown,
717        }
718    }
719}
720
721impl Display for IbTickType {
722    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
723        write!(f, "{}", self.as_i32())
724    }
725}
nautilus_interactive_brokers/common/enums/market_data.rs

nautilus_interactive_brokers/common/enums/
market_data.rs
