Indices

Cargo Docs

docs.rs/finance-query — Index

Feature flag required

finance-query = { version = "...", features = ["polygon"] }

The Index handle provides access to stock market index data (quotes, charts, and history) via Polygon.io. Indices are keyed by provider-specific symbol strings — for Polygon, this is the I:<NAME> format (e.g., "I:SPX" for the S&P 500).

Setup

Route the INDICES capability to Polygon in your Providers builder, then create an Index handle with providers.index(symbol):

use finance_query::{Capability, Interval, Provider, Providers, TimeRange};

# async fn run() -> Result<(), Box<dyn std::error::Error>> {
let providers = Providers::builder()
    .route(Capability::INDICES, [Provider::Polygon])
    .build()
    .await?;
let spx = providers.index("I:SPX");
let quote = spx.quote().await?;
let chart = spx.chart(Interval::OneDay, TimeRange::OneMonth).await?;
let history = spx.history(TimeRange::OneMonth).await?;
# Ok(()) }

Set POLYGON_API_KEY in your environment before calling build():

export POLYGON_API_KEY="your-polygon-key"

Index Symbols (Polygon)

Polygon indices use an I:<TICKER> prefix:

Symbol	Index
I:SPX	S&P 500
I:NDX	NASDAQ-100
I:DJI	Dow Jones Industrial Average
I:RUT	Russell 2000
I:VIX	CBOE Volatility Index

Methods

quote()

Fetch the current snapshot for the index.

# use finance_query::{Capability, Provider, Providers};
# async fn run() -> Result<(), Box<dyn std::error::Error>> {
# let providers = Providers::builder().route(Capability::INDICES, [Provider::Polygon]).build().await?;
let spx = providers.index("I:SPX");
let quote = spx.quote().await?;
println!("S&P 500: {:?}", quote.price);
# Ok(()) }

chart(interval, range)

Fetch OHLCV candles for a specific Interval and TimeRange.

# use finance_query::{Capability, Interval, Provider, Providers, TimeRange};
# async fn run() -> Result<(), Box<dyn std::error::Error>> {
# let providers = Providers::builder().route(Capability::INDICES, [Provider::Polygon]).build().await?;
let spx = providers.index("I:SPX");
let chart = spx.chart(Interval::OneDay, TimeRange::OneMonth).await?;
println!("Candles: {}", chart.candles.len());
# Ok(()) }

history(range)

Shorthand for chart using the default interval for the given TimeRange.

# use finance_query::{Capability, Provider, Providers, TimeRange};
# async fn run() -> Result<(), Box<dyn std::error::Error>> {
# let providers = Providers::builder().route(Capability::INDICES, [Provider::Polygon]).build().await?;
let spx = providers.index("I:SPX");
let history = spx.history(TimeRange::OneMonth).await?;
println!("Candles: {}", history.candles.len());
# Ok(()) }

indicators(interval, range) / indicator(kind, interval, range) / risk(interval, range)

Compute technical indicators or a risk summary from this index's own chart data (requires the indicators/risk features respectively).

# use finance_query::{Capability, Interval, Provider, Providers, TimeRange};
# async fn run() -> Result<(), Box<dyn std::error::Error>> {
# let providers = Providers::builder().route(Capability::INDICES, [Provider::Polygon]).build().await?;
use finance_query::indicators::Indicator;

let spx = providers.index("I:SPX");
let summary = spx.indicators(Interval::OneDay, TimeRange::ThreeMonths).await?;
if let Some(rsi) = summary.rsi_14 {
    println!("RSI(14): {:.2}", rsi);
}

let rsi_21 = spx
    .indicator(Indicator::Rsi(21), Interval::OneDay, TimeRange::ThreeMonths)
    .await?;

let risk = spx.risk(Interval::OneDay, TimeRange::OneYear).await?;
println!("VaR 95%:      {:.2}%", risk.var_95 * 100.0);
println!("Max Drawdown: {:.2}%", risk.max_drawdown * 100.0);
# Ok(()) }

risk takes no benchmark parameter — beta is always None, since indices have no natural benchmark to compare against.

IndexQuote Fields

Field	Type	Description
symbol	String	Index ticker symbol (e.g., "I:SPX")
name	Option<String>	Human-readable index name (e.g., "S&P 500")
price	Option<f64>	Current index value
change	Option<f64>	Absolute price change
change_percent	Option<f64>	Percentage price change
timestamp	Option<i64>	Unix timestamp of last update

Chart Fields

Field	Type	Description
symbol	String	Index symbol
candles	Vec<Candle>	OHLCV candle data
interval	Option<Interval>	Candle interval (if set)
range	Option<TimeRange>	Time range (if set)

See Interval and TimeRange for available values.