Pkg/longport.quote/OptionQuote

OptionQuote

struct OptionQuote

Quote of option

Fields

#

symbol: string

Option code

Option code

#

last_done: Decimal

Latest price

Latest price

#

prev_close: Decimal

Yesterday's close

Yesterday's close

#

open: Decimal

Open

Open

#

high: Decimal

High

High

#

low: Decimal

Low

Low

#

timestamp: DateTime

Time of latest price

Time of latest price

#

volume: int

Volume

Volume

#

turnover: Decimal

Turnover

Turnover

#

trade_status: TradeStatus

Option trading status

Option trading status

#

implied_volatility: Decimal

Implied volatility

Implied volatility

#

open_interest: int

Number of open positions

Number of open positions

#

expiry_date: DateTime

Exprity date

Exprity date

#

strike_price: Decimal

Strike price

Strike price

#

contract_multiplier: Decimal

Contract multiplier

Contract multiplier

#

contract_type: OptionType

Option type

Option type

#

contract_size: Decimal

Contract size

Contract size

#

direction: OptionDirection

Option direction

Option direction

#

historical_volatility: Decimal

Underlying security historical volatility of the option

Underlying security historical volatility of the option

#

underlying_symbol: string

Underlying security symbol of the option

Underlying security symbol of the option

Methods

new

pub fn new(inner: OptionQuote): OptionQuote

[src]

fn new(inner: _OptionQuote): OptionQuote {
    let trade_status = inner.trade_status as TradeStatus;
    let contract_type = inner.contract_type as OptionType;
    let direction = inner.direction as OptionDirection;
    return OptionQuote {
        symbol: inner.symbol,
        last_done: inner.last_done,
        prev_close: inner.prev_close,
        open: inner.open,
        high: inner.high,
        low: inner.low,
        timestamp: inner.timestamp,
        volume: inner.volume,
        turnover: inner.turnover,
        trade_status: trade_status!,
        implied_volatility: inner.implied_volatility,
        open_interest: inner.open_interest,
        expiry_date: inner.expiry_date,
        strike_price: inner.strike_price,
        contract_multiplier: inner.contract_multiplier,
        contract_type: contract_type!,
        contract_size: inner.contract_size,
        direction: direction!,
        historical_volatility: inner.historical_volatility,
        underlying_symbol: inner.underlying_symbol,
    };
}