added options example. propagate error messages

examples/historical_data_options.rs

@@ -1,35 +1,19 @@
-use clap::{arg, Command};
-use time::macros::datetime;
-
-use ibapi::contracts::Contract;
+use ibapi::contracts::{Contract, SecurityType};
 use ibapi::market_data::historical::{BarSize, ToDuration, WhatToShow};
 use ibapi::Client;
 
+// This example demonstrates how to request historical data for an options contract.
+// Historical data is not available to expired options contracts.
+
 fn main() {
     env_logger::init();
 
-    let matches = Command::new("historical_data")
-        .about("Get last 30 days of daily data for given stock")
-        .arg(arg!(<STOCK_SYMBOL>).required(true))
-        .arg(arg!(--connection_string <VALUE>).default_value("127.0.0.1:4002"))
-        .get_matches();
-
-    let connection_string = matches.get_one::<String>("connection_string").expect("connection_string is required");
-    let stock_symbol = matches.get_one::<String>("STOCK_SYMBOL").expect("stock symbol is required");
-
-    let client = Client::connect(&connection_string, 100).expect("connection failed");
+    let client = Client::connect("127.0.0.1:4002", 100).expect("connection failed");
 
-    let contract = Contract::stock(stock_symbol);
+    let contract = build_contract();
 
     let historical_data = client
-        .historical_data(
-            &contract,
-            Some(datetime!(2023-04-11 20:00 UTC)),
-            1.days(),
-            BarSize::Hour,
-            WhatToShow::Trades,
-            true,
-        )
+        .historical_data(&contract, None, 10.days(), BarSize::Hour, WhatToShow::AdjustedLast, true)
         .expect("historical data request failed");
 
     println!("start: {:?}, end: {:?}", historical_data.start, historical_data.end);
@@ -38,3 +22,15 @@ fn main() {
         println!("{bar:?}");
     }
 }
+
+fn build_contract() -> Contract {
+    Contract {
+        security_type: SecurityType::Option,
+        symbol: "AMZN".into(),
+        exchange: "SMART".into(),
+        last_trade_date_or_contract_month: "20250131".into(),
+        strike: 230.0,
+        right: "C".into(),
+        ..Default::default()
+    }
+}

src/lib.rs

@@ -159,3 +159,6 @@ fn encode_option_field<T: ToField>(val: &Option<T>) -> String {
         None => String::from(""),
     }
 }
+
+// max attempts to retry failed tws requests
+const MAX_RETRIES: i32 = 5;

src/market_data/historical.rs

@@ -10,7 +10,7 @@ use time::{Date, OffsetDateTime};
 use crate::contracts::Contract;
 use crate::messages::{IncomingMessages, RequestMessage, ResponseMessage};
 use crate::transport::{InternalSubscription, Response};
-use crate::{server_versions, Client, Error, ToField};
+use crate::{server_versions, Client, Error, ToField, MAX_RETRIES};
 
 mod decoders;
 mod encoders;
@@ -342,10 +342,12 @@ pub(crate) fn historical_data(
     }
 
     if end_date.is_some() && what_to_show == Some(WhatToShow::AdjustedLast) {
-        return Err(Error::InvalidArgument("end_date must be None when requesting WhatToShow::AdjustedLast. You might have called Client::historical_data with WhatToShow::AdjustedLast".into()));
+        return Err(Error::InvalidArgument(
+            "end_date must be None when requesting WhatToShow::AdjustedLast.".into(),
+        ));
     }
 
-    loop {
+    for _ in 0..MAX_RETRIES {
         let request_id = client.next_request_id();
         let request = encoders::encode_request_historical_data(
             client.server_version(),
@@ -366,12 +368,15 @@ pub(crate) fn historical_data(
             Some(Ok(mut message)) if message.message_type() == IncomingMessages::HistoricalData => {
                 return decoders::decode_historical_data(client.server_version, time_zone(client), &mut message)
             }
+            Some(Ok(message)) if message.message_type() == IncomingMessages::Error => return Err(Error::from(message)),
             Some(Ok(message)) => return Err(Error::UnexpectedResponse(message)),
             Some(Err(Error::ConnectionReset)) => continue,
             Some(Err(e)) => return Err(e),
             None => return Err(Error::UnexpectedEndOfStream),
         }
     }
+
+    Err(Error::ConnectionReset)
 }
 
 fn time_zone(client: &Client) -> &time_tz::Tz {