historical_data.go

package ib

import "time"

// HistDataBarSize .
type HistDataBarSize string

// HistDataToShow .
type HistDataToShow string

// HistBar enum
const (
	HistBarSize1Sec   HistDataBarSize = "1 secs"
	HistBarSize5Sec                   = "5 secs"
	HistBarSize10Sec                  = "10 secs"
	HistBarSize15Sec                  = "15 secs"
	HistBarSize30Sec                  = "30 secs"
	HistBarSize1Min                   = "1 min"
	HistBarSize2Min                   = "2 mins"
	HistBarSize3Min                   = "3 mins"
	HistBarSize5Min                   = "5 mins"
	HistBarSize10Min                  = "10 mins"
	HistBarSize15Min                  = "15 mins"
	HistBarSize20Min                  = "20 mins"
	HistBarSize30Min                  = "30 mins"
	HistBarSize1Hour                  = "1 hour"
	HistBarSize2Hour                  = "2 hours"
	HistBarSize3Hour                  = "3 hours"
	HistBarSize4Hour                  = "4 hours"
	HistBarSize8Hour                  = "8 hours"
	HistBarSize1Day                   = "1 day"
	HistBarSize1Week                  = "1 week"
	HistBarSize1Month                 = "1 month"
	HistTrades        HistDataToShow  = "TRADES"
	HistMidpoint                      = "MIDPOINT"
	HistBid                           = "BID"
	HistAsk                           = "ASK"
	HistBidAsk                        = "BID_ASK"
	HistVolatility                    = "HISTORICAL_VOLATILITY"
	HistOptionIV                      = "OPTION_IMPLIED_VOLATILITY"
)

// HistoricalDataItem .
type HistoricalDataItem struct {
	Date     time.Time
	Open     float64
	High     float64
	Low      float64
	Close    float64
	Volume   int64
	WAP      float64
	HasGaps  bool
	BarCount int64
}