Struct SecurityCalcIndex 

pub struct SecurityCalcIndex {

    pub symbol: String,
    pub last_done: Option<Decimal>,
    pub change_value: Option<Decimal>,
    pub change_rate: Option<Decimal>,
    pub volume: Option<i64>,
    pub turnover: Option<Decimal>,
    pub ytd_change_rate: Option<Decimal>,
    pub turnover_rate: Option<Decimal>,
    pub total_market_value: Option<Decimal>,
    pub capital_flow: Option<Decimal>,
    pub amplitude: Option<Decimal>,
    pub volume_ratio: Option<Decimal>,
    pub pe_ttm_ratio: Option<Decimal>,
    pub pb_ratio: Option<Decimal>,
    pub dividend_ratio_ttm: Option<Decimal>,
    pub five_day_change_rate: Option<Decimal>,
    pub ten_day_change_rate: Option<Decimal>,
    pub half_year_change_rate: Option<Decimal>,
    pub five_minutes_change_rate: Option<Decimal>,
    pub expiry_date: Option<Date>,
    pub strike_price: Option<Decimal>,
    pub upper_strike_price: Option<Decimal>,
    pub lower_strike_price: Option<Decimal>,
    pub outstanding_qty: Option<i64>,
    pub outstanding_ratio: Option<Decimal>,
    pub premium: Option<Decimal>,
    pub itm_otm: Option<Decimal>,
    pub implied_volatility: Option<Decimal>,
    pub warrant_delta: Option<Decimal>,
    pub call_price: Option<Decimal>,
    pub to_call_price: Option<Decimal>,
    pub effective_leverage: Option<Decimal>,
    pub leverage_ratio: Option<Decimal>,
    pub conversion_ratio: Option<Decimal>,
    pub balance_point: Option<Decimal>,
    pub open_interest: Option<i64>,
    pub delta: Option<Decimal>,
    pub gamma: Option<Decimal>,
    pub theta: Option<Decimal>,
    pub vega: Option<Decimal>,
    pub rho: Option<Decimal>,
}

Security calc index response

Fields

symbol: String

Security code

last_done: Option<Decimal>

Latest price

change_value: Option<Decimal>

Change value

change_rate: Option<Decimal>

Change ratio

volume: Option<i64>

Volume

turnover: Option<Decimal>

Turnover

ytd_change_rate: Option<Decimal>

Year-to-date change ratio

turnover_rate: Option<Decimal>

Turnover rate

total_market_value: Option<Decimal>

Total market value

capital_flow: Option<Decimal>

Capital flow

amplitude: Option<Decimal>

Amplitude

volume_ratio: Option<Decimal>

Volume ratio

pe_ttm_ratio: Option<Decimal>

PE (TTM)

pb_ratio: Option<Decimal>

PB

dividend_ratio_ttm: Option<Decimal>

Dividend ratio (TTM)

five_day_change_rate: Option<Decimal>

Five days change ratio

ten_day_change_rate: Option<Decimal>

Ten days change ratio

half_year_change_rate: Option<Decimal>

Half year change ratio

five_minutes_change_rate: Option<Decimal>

Five minutes change ratio

expiry_date: Option<Date>

Expiry date

strike_price: Option<Decimal>

Strike price

upper_strike_price: Option<Decimal>

Upper bound price

lower_strike_price: Option<Decimal>

Lower bound price

outstanding_qty: Option<i64>

Outstanding quantity

outstanding_ratio: Option<Decimal>

Outstanding ratio

premium: Option<Decimal>

Premium

itm_otm: Option<Decimal>

In/out of the bound

implied_volatility: Option<Decimal>

Implied volatility

warrant_delta: Option<Decimal>

Warrant delta

call_price: Option<Decimal>

Call price

to_call_price: Option<Decimal>

Price interval from the call price

effective_leverage: Option<Decimal>

Effective leverage

leverage_ratio: Option<Decimal>

Leverage ratio

conversion_ratio: Option<Decimal>

Conversion ratio

balance_point: Option<Decimal>

Breakeven point

open_interest: Option<i64>

Open interest

delta: Option<Decimal>

Delta. Measures the expected change in option price for a $1 move in the underlying asset price.

gamma: Option<Decimal>

Gamma. Measures the expected change in Delta for a $1 move in the underlying asset price.

theta: Option<Decimal>

Theta. Measures the expected change in option price as one day passes; the raw value has been divided by 365 to convert to a daily value, representing the impact of one day’s time decay on the option price.

vega: Option<Decimal>

Vega. Measures the expected change in option price when implied volatility (IV) moves by 1 (i.e. 100%); divide the raw value by 100 to get the expected price change per 1% move in IV.

rho: Option<Decimal>

Rho. Measures the expected change in option price when the risk-free interest rate moves by 1 (i.e. 100%); divide the raw value by 100 to get the expected price change per 1% move in the interest rate.

Trait Implementations

impl Clone for SecurityCalcIndex

fn clone(&self) -> SecurityCalcIndex

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SecurityCalcIndex

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for SecurityCalcIndex

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for SecurityCalcIndex

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

where __S: Serializer,

Serialize this value into the given Serde serializer.