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

nautilus_interactive_brokers/common/enums/
market_data.rs
