Back during the Boer War in South Africa, Winston Churchill was serving as a newspaper reporter on the front lines. He was imbedded with a unit that was moving up the the front, when the train carrying the troops was ambushed , and the military unit was trapped and subject to a hail of gunfire. The train cars were derailed, but the locomotive could move backward down the tracks with Churchill aboard, but was captured by a detachment of the Boer military. The Boers considered Churchill to be a combatant, because he had aided in getting the locomotive going, and Churchill was held prisoner. He escaped the prison, and made his way to freedom behind British lines.
In speaking of the tale later, Winston Churchill remarked that nothing is so exhilarating, as having a shot fired at one in anger, and be missed.
A shot was fired in anger at Trump and actually cut a graze on his ear, but I think he was ready to get up and finish the speech. It would have rung down through history.
It may yet, when he gets up before the Republican National Convention next week.
Teddy Roosevelt was shot while giving a speech during his Presidential campaign in 1912—he finished the speech before getting medical attention.