Struct OptionQuote 

#[non_exhaustive]
pub struct OptionQuote {

    pub symbol: String,
    pub expiry: NaiveDate,
    pub strike: f64,
    pub kind: OptionKind,
    pub multiplier: Option<f64>,
    pub time: DateTime<Utc>,
    pub bid: Option<f64>,
    pub ask: Option<f64>,
    pub last: Option<f64>,
    pub volume: Option<f64>,
    pub open_interest: Option<f64>,
    pub implied_volatility: Option<f64>,
    pub delta: Option<f64>,
    pub gamma: Option<f64>,
    pub theta: Option<f64>,
    pub vega: Option<f64>,
    pub underlying_price: Option<f64>,
}

One listed contract’s observation. Unknown values stay None, including Greeks; consumers must not substitute zero. Prices use the underlying’s price units. Greeks describe one unit of the underlying, without the contract multiplier applied.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

symbol: String

Contract symbol as the feed knows it, distinct from the underlying symbol.

expiry: NaiveDate

Contract expiry date.

strike: f64

Positive, finite strike in underlying price units.

kind: OptionKind

Call or put.

multiplier: Option<f64>

Positive, finite underlying units per contract, or unknown.

time: DateTime<Utc>

UTC observation time of these values.

bid: Option<f64>

Nonnegative, finite bid price, or unknown.

ask: Option<f64>

Nonnegative, finite ask price, or unknown.

last: Option<f64>

Nonnegative, finite last traded price, or unknown.

volume: Option<f64>

Nonnegative, finite session volume in contracts, or unknown.

open_interest: Option<f64>

Nonnegative, finite open interest in contracts, or unknown.

implied_volatility: Option<f64>

Nonnegative, finite implied volatility as a fraction: 0.20 means 20%, or unknown.

delta: Option<f64>

Finite delta for one unit of the underlying, or unknown.

gamma: Option<f64>

Finite gamma for one unit of the underlying per one unit of underlying price, or unknown.

theta: Option<f64>

Finite theta per calendar day for one unit of the underlying, or unknown.

vega: Option<f64>

Finite vega per volatility point (one percentage point) for one unit of the underlying, or unknown.

underlying_price: Option<f64>

Nonnegative, finite underlying price used to compute these values, or unknown.

Implementations

impl OptionQuote

pub fn new( symbol: impl Into<String>, expiry: NaiveDate, strike: f64, kind: OptionKind, time: DateTime<Utc>, ) -> Self

Identify a contract and its observation time, leaving all optional figures unknown.

Trait Implementations

impl Clone for OptionQuote

fn clone(&self) -> OptionQuote

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OptionQuote

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

Formats the value using the given formatter.

impl PartialEq for OptionQuote

fn eq(&self, other: &OptionQuote) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for OptionQuote