Struct Tick 

#[non_exhaustive]
pub struct Tick {
    pub ts: DateTime<Utc>,
    pub price: f64,
    pub size: f64,
    pub side: Option<OrderSide>,
    pub id: Option<u64>,
    pub conditions: TradeConditions,
    pub aggressor_order_id: Option<u64>,
    pub resting_order_id: Option<u64>,
}

A single trade execution (time & sales entry).

Each tick represents one matched trade on the exchange, recording the price, size, and aggressor side. Ticks are the finest-grained market data and can be aggregated into bars, footprint charts, or volume profiles. Build it with Tick::new. A trade names no symbol: the Sink it is pushed into stands for one instrument, so a trade holds no heap data.

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.

ts: DateTime<Utc>

Ts of the trade

price: f64

Trade price

size: f64

Trade size/volume

side: Option<OrderSide>

Aggressor side, None when the feed does not classify the trade.

id: Option<u64>

Exchange trade id or sequence number, unique per symbol and never reused: a number that restarts each session, such as a daily sequence number, is not an id unless combined with the session date. With it, history and live trades join without losing or repeating a trade, and a live trade whose id was already taken is dropped.

conditions: TradeConditions

Sale conditions the exchange reported, so studies and overlays can leave out prints such as off-exchange or auction trades.

aggressor_order_id: Option<u64>

Exchange aggressor order id, unique per symbol. Only explicit matching ids combine fills.

resting_order_id: Option<u64>

Resting order filled by this execution, when supplied by an order-level feed.

Implementations

impl Tick

pub fn new( ts: DateTime<Utc>, price: f64, size: f64, side: Option<OrderSide>, ) -> Self

A trade without an id.

pub fn with_id(self, id: u64) -> Self

Sets id.

pub fn with_resting_order_id(self, id: u64) -> Self

Sets resting_order_id.

pub fn with_aggressor_order_id(self, id: u64) -> Self

Sets aggressor_order_id.

pub fn with_conditions(self, conditions: TradeConditions) -> Self

Sets conditions.

Trait Implementations

impl Clone for Tick

fn clone(&self) -> Tick

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Tick

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Tick

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for Tick

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for Tick

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for Tick