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Market Value

FreeValueStandardPro

Get the latest market value snapshot for one or more indices.

  • Retrieves a real-time last index market value.
  • Exchanges typically generate a price report every second for popular indices like SPX.
rust
pub fn index_snapshot_market_value(&self, symbols: &[&str]) -> IndexSnapshotMarketValueBuilder<'_>

Optional parameters chain on the builder: .min_time(&str). Execute with .awaitResult<Vec<MarketValueTick>, Error>, or decode chunk-by-chunk with .stream(handler).

Example

rust
let rows = tdx.index_snapshot_market_value(&["SPX"]).await?;
for t in &rows {
    println!("date={} market_price={}", t.date, t.market_price);
}

Parameters

NameTypeRequiredDefaultDescription
symbolsymbolsyesComma-separated ticker symbols (e.g. AAPL,MSFT)
min_timestringnoMinimum time filter
timeout_msintnoPer-request deadline in milliseconds. 0 means no deadline.

Response

Rows of MarketValueTick:

FieldTypeDescription
ms_of_dayi32Milliseconds since midnight Eastern Time.
market_bidf64Last market bid.
market_askf64Last market ask.
market_pricef64Market value derived from the last NBBO.
datei32Trading date as a YYYYMMDD integer.

Released under the Apache-2.0 License.