tdbe 0.14.0

// @generated DO NOT EDIT -- regenerated by
// `cargo run -p thetadatadx --bin generate_sdk_surfaces`
// from `crates/thetadatadx/tick_schema.toml`.
//
// Per-tick `#[repr(C, align(N))]` struct definitions. The
// hand-written `tick.rs` `pub use`s every type from this file,
// adds the `impl_contract_id!` macro applications + custom
// `Display` / `OptionContract` impls, then re-exports through
// `tdbe::types::tick`.

/// Calendar day -- 5 fields. Market open/close schedule.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct CalendarDay {
    pub date: i32,
    pub is_open: i32,
    pub open_time: i32,
    pub close_time: i32,
    pub status: i32,
}

/// End-of-day tick -- 17 fields. Full EOD snapshot with OHLC + quote.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct EodTick {
    pub ms_of_day: i32,
    pub ms_of_day2: i32,
    pub open: f64,
    pub high: f64,
    pub low: f64,
    pub close: f64,
    pub volume: i64,
    pub count: i64,
    pub bid_size: i32,
    pub bid_exchange: i32,
    pub bid: f64,
    pub bid_condition: i32,
    pub ask_size: i32,
    pub ask_exchange: i32,
    pub ask: f64,
    pub ask_condition: i32,
    pub date: i32,
    /// Contract expiration (`YYYYMMDD`). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (`'C'` = 67, `'P'` = 80 ASCII). 0 on single-contract queries.
    pub right: i32,
}

/// Full union Greeks tick -- every Greek the v3 server publishes on the
/// `option_*_greeks_all` and `option_*_greeks_eod` endpoints.
///
/// The vendor's per-order endpoints (`option_*_greeks_first_order`,
/// `_second_order`, `_third_order`) emit strict subsets of these columns
/// and bind to `GreeksFirstOrderTick`, `GreeksSecondOrderTick`,
/// `GreeksThirdOrderTick` respectively. `option_*_greeks_implied_volatility`
/// binds to `IvTick`.
///
/// The wire-level `timestamp` -> `ms_of_day`, `underlying_timestamp` ->
/// `underlying_ms_of_day`, and `implied_vol` -> `implied_volatility`
/// mappings are applied through `HEADER_ALIASES` in
/// `crates/thetadatadx/src/decode.rs`.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct GreeksAllTick {
    pub ms_of_day: i32,
    pub bid: f64,
    pub ask: f64,
    pub implied_volatility: f64,
    pub delta: f64,
    pub gamma: f64,
    pub theta: f64,
    pub vega: f64,
    pub rho: f64,
    pub iv_error: f64,
    pub vanna: f64,
    pub charm: f64,
    pub vomma: f64,
    pub veta: f64,
    pub speed: f64,
    pub zomma: f64,
    pub color: f64,
    pub ultima: f64,
    pub d1: f64,
    pub d2: f64,
    pub dual_delta: f64,
    pub dual_gamma: f64,
    pub epsilon: f64,
    pub lambda: f64,
    pub vera: f64,
    pub underlying_ms_of_day: i32,
    pub underlying_price: f64,
    pub date: i32,
    /// Contract expiration (`YYYYMMDD`). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (`'C'` = 67, `'P'` = 80 ASCII). 0 on single-contract queries.
    pub right: i32,
}

/// End-of-day union Greeks tick -- every Greek the v3 server publishes on
/// `option_history_greeks_eod`, paired with the twelve EOD trade/quote
/// context columns (`open`, `high`, `low`, `close`, `volume`, `count`,
/// `bid_size`, `bid_exchange`, `bid_condition`, `ask_size`,
/// `ask_exchange`, `ask_condition`) that identify the daily bar + closing
/// NBBO snapshot the Greeks were calculated against.
///
/// The bare `GreeksAllTick` previously routed by `endpoint_surface.toml`
/// (28 fields) silently dropped those twelve EOD columns from the
/// 39-column EOD response -- the same data-loss class as the per-trade
/// Greeks endpoints. `GreeksEodTick` carries the full
/// EOD wire shape end-to-end across every binding.
///
/// Wire layout verified-live against terminal jar build `202605221`
/// (SPY 2024-06-21 expiration query on 2024-06-14):
///
///   symbol, expiration, strike, right,
///   timestamp, open, high, low, close, volume, count,
///   bid_size, bid_exchange, bid, bid_condition,
///   ask_size, ask_exchange, ask, ask_condition,
///   delta, theta, vega, rho, epsilon, lambda,
///   gamma, vanna, charm, vomma, veta, vera,
///   speed, zomma, color, ultima,
///   d1, d2, dual_delta, dual_gamma,
///   implied_vol, iv_error,
///   underlying_timestamp, underlying_price
///
/// The `timestamp` -> `ms_of_day`, `underlying_timestamp` ->
/// `underlying_ms_of_day`, and `implied_vol` -> `implied_volatility`
/// mappings are applied through `HEADER_ALIASES`.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct GreeksEodTick {
    pub ms_of_day: i32,
    pub open: f64,
    pub high: f64,
    pub low: f64,
    pub close: f64,
    pub volume: i64,
    pub count: i64,
    pub bid_size: i32,
    pub bid_exchange: i32,
    pub bid: f64,
    pub bid_condition: i32,
    pub ask_size: i32,
    pub ask_exchange: i32,
    pub ask: f64,
    pub ask_condition: i32,
    pub delta: f64,
    pub theta: f64,
    pub vega: f64,
    pub rho: f64,
    pub epsilon: f64,
    pub lambda: f64,
    pub gamma: f64,
    pub vanna: f64,
    pub charm: f64,
    pub vomma: f64,
    pub veta: f64,
    pub vera: f64,
    pub speed: f64,
    pub zomma: f64,
    pub color: f64,
    pub ultima: f64,
    pub d1: f64,
    pub d2: f64,
    pub dual_delta: f64,
    pub dual_gamma: f64,
    pub implied_volatility: f64,
    pub iv_error: f64,
    pub underlying_ms_of_day: i32,
    pub underlying_price: f64,
    pub date: i32,
    /// Contract expiration (`YYYYMMDD`). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (`'C'` = 67, `'P'` = 80 ASCII). 0 on single-contract queries.
    pub right: i32,
}

/// First-order Greeks tick -- the strict column subset emitted by the
/// vendor's `option_*_greeks_first_order` endpoints (delta / theta / vega
/// / rho / epsilon / lambda) plus the bid/ask quote pair, the IV pair, and
/// the underlying snapshot used to derive each Greek.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct GreeksFirstOrderTick {
    pub ms_of_day: i32,
    pub bid: f64,
    pub ask: f64,
    pub delta: f64,
    pub theta: f64,
    pub vega: f64,
    pub rho: f64,
    pub epsilon: f64,
    pub lambda: f64,
    pub implied_volatility: f64,
    pub iv_error: f64,
    pub underlying_ms_of_day: i32,
    pub underlying_price: f64,
    pub date: i32,
    /// Contract expiration (`YYYYMMDD`). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (`'C'` = 67, `'P'` = 80 ASCII). 0 on single-contract queries.
    pub right: i32,
}

/// Second-order Greeks tick -- the strict column subset emitted by the
/// vendor's `option_*_greeks_second_order` endpoints (gamma / vanna /
/// charm / vomma / veta) plus the bid/ask quote pair, the IV pair, and the
/// underlying snapshot.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct GreeksSecondOrderTick {
    pub ms_of_day: i32,
    pub bid: f64,
    pub ask: f64,
    pub gamma: f64,
    pub vanna: f64,
    pub charm: f64,
    pub vomma: f64,
    pub veta: f64,
    pub implied_volatility: f64,
    pub iv_error: f64,
    pub underlying_ms_of_day: i32,
    pub underlying_price: f64,
    pub date: i32,
    /// Contract expiration (`YYYYMMDD`). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (`'C'` = 67, `'P'` = 80 ASCII). 0 on single-contract queries.
    pub right: i32,
}

/// Third-order Greeks tick -- the strict column subset emitted by the
/// vendor's `option_*_greeks_third_order` endpoints (speed / zomma /
/// color / ultima) plus the bid/ask quote pair, the IV pair, and the
/// underlying snapshot. The vendor's third-order schema does not publish
/// `vera`.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct GreeksThirdOrderTick {
    pub ms_of_day: i32,
    pub bid: f64,
    pub ask: f64,
    pub speed: f64,
    pub zomma: f64,
    pub color: f64,
    pub ultima: f64,
    pub implied_volatility: f64,
    pub iv_error: f64,
    pub underlying_ms_of_day: i32,
    pub underlying_price: f64,
    pub date: i32,
    /// Contract expiration (`YYYYMMDD`). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (`'C'` = 67, `'P'` = 80 ASCII). 0 on single-contract queries.
    pub right: i32,
}

/// Index price-at-time tick -- the trade-shaped row the v3 server
/// publishes on `index_at_time_price`. The bare `PriceTick` (3 fields:
/// `ms_of_day`, `price`, `date`) silently dropped seven server-emitted
/// columns -- `sequence`, `ext_condition1..4`, `condition`, `size`,
/// `exchange` -- including the SIP-exchange attribution field.
///
/// Wire layout verified-live against terminal jar build `202605221`:
///
///   timestamp, sequence, ext_condition1..4, condition, size, exchange, price
///
/// The `timestamp` -> `ms_of_day` and `timestamp` -> `date` mappings are
/// applied through the existing `HEADER_ALIASES` rows in
/// `crates/thetadatadx/src/mdds/decode/headers.rs`.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct IndexPriceAtTimeTick {
    pub ms_of_day: i32,
    pub sequence: i32,
    pub ext_condition1: i32,
    pub ext_condition2: i32,
    pub ext_condition3: i32,
    pub ext_condition4: i32,
    pub condition: i32,
    pub size: i32,
    pub exchange: i32,
    pub price: f64,
    pub date: i32,
}

/// Interest rate tick -- 2 fields. End-of-day interest rate (percent).
///
/// Wire layout per `docs.thetadata.us/operations/interest_rate_history_eod.html`
/// and verified-live against terminal jar build `202605221`:
///
/// | Schema field | Wire header | Wire type        | Mapping                    |
/// |--------------|-------------|------------------|----------------------------|
/// | `date`       | `created`   | Text (ISO date)  | `"2025-04-28"` -> 20250428 |
/// | `rate`       | `rate`      | Number (percent) | `4.3600` -> 4.36           |
///
/// The `date` decode flows through `thetadatadx::decode::row_date`, which
/// accepts `Number`, `Timestamp`, and `Text` cells uniformly — so this tick
/// decodes either the documented Text-ISO shape or any future
/// Number/Timestamp narrowing without a per-parser branch.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct InterestRateTick {
    pub date: i32,
    pub rate: f64,
}

/// Implied volatility tick -- 11 fields.
///
/// Wire layout verified-live against `option_history_greeks_implied_volatility`
/// (terminal jar build `202605221`):
///
/// | Schema field                | Wire header               | Type   |
/// |-----------------------------|---------------------------|--------|
/// | `ms_of_day`                 | `timestamp`               | i32    |
/// | `bid`                       | `bid`                     | price  |
/// | `bid_implied_volatility`    | `bid_implied_vol`         | f64    |
/// | `midpoint`                  | `midpoint`                | price  |
/// | `implied_volatility`        | `implied_vol`             | f64    |
/// | `ask`                       | `ask`                     | price  |
/// | `ask_implied_volatility`    | `ask_implied_vol`         | f64    |
/// | `iv_error`                  | `iv_error`                | f64    |
/// | `underlying_ms_of_day`      | `underlying_timestamp`    | i32    |
/// | `underlying_price`          | `underlying_price`        | price  |
/// | `date`                      | `timestamp`               | i32    |
///
/// The snapshot variant (`option_snapshot_greeks_implied_volatility`) emits
/// a 4-column subset (`ms_of_day, implied_vol, iv_error, date`); the
/// generator's optional-column path defaults the missing fields to 0.0 so
/// the snapshot decode keeps working.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct IvTick {
    pub ms_of_day: i32,
    pub bid: f64,
    pub bid_implied_volatility: f64,
    pub midpoint: f64,
    pub implied_volatility: f64,
    pub ask: f64,
    pub ask_implied_volatility: f64,
    pub iv_error: f64,
    pub underlying_ms_of_day: i32,
    pub underlying_price: f64,
    pub date: i32,
    /// Contract expiration (`YYYYMMDD`). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (`'C'` = 67, `'P'` = 80 ASCII). 0 on single-contract queries.
    pub right: i32,
}

/// Market value tick -- quoted bid/ask/price for a symbol.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct MarketValueTick {
    pub ms_of_day: i32,
    pub market_bid: f64,
    pub market_ask: f64,
    pub market_price: f64,
    pub date: i32,
    /// Contract expiration (`YYYYMMDD`). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (`'C'` = 67, `'P'` = 80 ASCII). 0 on single-contract queries.
    pub right: i32,
}

/// OHLC tick -- 9 fields. Aggregated bar data including SIP-rule VWAP.
///
/// Wire layout verified-live (terminal jar build `202605221`) against
/// `stock_history_ohlc`, `option_history_ohlc`, and `index_history_ohlc`,
/// which emit the same 8 data columns (`timestamp,open,high,low,close,
/// volume,count,vwap`). The snapshot variants (`*_snapshot_ohlc`) omit
/// `vwap`; the generated parser's optional-column path defaults the
/// field to `0.0` for those endpoints, mirroring how `volume`/`count`
/// already zero-default on quote-only intraday bars.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct OhlcTick {
    pub ms_of_day: i32,
    pub open: f64,
    pub high: f64,
    pub low: f64,
    pub close: f64,
    pub volume: i64,
    pub count: i64,
    pub vwap: f64,
    pub date: i32,
    /// Contract expiration (`YYYYMMDD`). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (`'C'` = 67, `'P'` = 80 ASCII). 0 on single-contract queries.
    pub right: i32,
}

/// Open interest tick -- 3 fields.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct OpenInterestTick {
    pub ms_of_day: i32,
    pub open_interest: i32,
    pub date: i32,
    /// Contract expiration (`YYYYMMDD`). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (`'C'` = 67, `'P'` = 80 ASCII). 0 on single-contract queries.
    pub right: i32,
}

/// Option contract -- 4 fields. Contract specification.
///
/// Cannot be `Copy` because of the `String` symbol field.
#[must_use]
#[derive(Debug, Clone)]
#[repr(C)]
pub struct OptionContract {
    pub symbol: String,
    pub expiration: i32,
    pub strike: f64,
    pub right: i32,
}

/// Price tick -- 3 fields. Generic price data point.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct PriceTick {
    pub ms_of_day: i32,
    pub price: f64,
    pub date: i32,
}

/// Quote tick -- 10 fields + midpoint. NBBO quote data.
///
/// Wire layout: the full shape is 11 columns (`ms_of_day`,
/// `bid_size`, `bid_exchange`, `bid`, `bid_condition`, `ask_size`,
/// `ask_exchange`, `ask`, `ask_condition`, `price_type`, `date`).
/// The four exchange / condition columns are NOT in the `required` list
/// below so the generator emits `opt_number(row, None) -> 0` arms for
/// them; this lets the decoder accept subset NBBO layouts (e.g. the
/// 6-field `[ms_of_day, bid_size, bid, ask_size, ask, date]` shape some
/// storage tiers emit) without erroring, while still decoding the full
/// 11-field shape bit-exact when every column is present.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct QuoteTick {
    pub ms_of_day: i32,
    pub bid_size: i32,
    pub bid_exchange: i32,
    pub bid: f64,
    pub bid_condition: i32,
    pub ask_size: i32,
    pub ask_exchange: i32,
    pub ask: f64,
    pub ask_condition: i32,
    pub date: i32,
    /// Contract expiration (`YYYYMMDD`). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (`'C'` = 67, `'P'` = 80 ASCII). 0 on single-contract queries.
    pub right: i32,
    /// Pre-computed midpoint: `(bid + ask) / 2.0`.
    pub midpoint: f64,
}

/// Per-trade union Greeks tick -- every Greek the v3 server publishes on
/// `option_history_trade_greeks_all`, paired with the trade-side execution
/// columns (`sequence`, `ext_condition1..4`, `condition`, `size`,
/// `exchange`, `price`) that identify which OPRA print each Greek was
/// calculated against.
///
/// Wire layout verified-live against terminal jar build `202605221`:
///
///   symbol, expiration, strike, right,
///   timestamp, sequence, ext_condition1..4, condition, size, exchange, price,
///   delta, theta, vega, rho, epsilon, lambda,
///   gamma, vanna, charm, vomma, veta, vera,
///   speed, zomma, color, ultima,
///   d1, d2, dual_delta, dual_gamma,
///   implied_vol, iv_error,
///   underlying_timestamp, underlying_price
///
/// The `timestamp` -> `ms_of_day`, `underlying_timestamp` ->
/// `underlying_ms_of_day`, and `implied_vol` -> `implied_volatility`
/// mappings are applied through `HEADER_ALIASES`.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct TradeGreeksAllTick {
    pub ms_of_day: i32,
    pub sequence: i32,
    pub ext_condition1: i32,
    pub ext_condition2: i32,
    pub ext_condition3: i32,
    pub ext_condition4: i32,
    pub condition: i32,
    pub size: i32,
    pub exchange: i32,
    pub price: f64,
    pub delta: f64,
    pub theta: f64,
    pub vega: f64,
    pub rho: f64,
    pub epsilon: f64,
    pub lambda: f64,
    pub gamma: f64,
    pub vanna: f64,
    pub charm: f64,
    pub vomma: f64,
    pub veta: f64,
    pub vera: f64,
    pub speed: f64,
    pub zomma: f64,
    pub color: f64,
    pub ultima: f64,
    pub d1: f64,
    pub d2: f64,
    pub dual_delta: f64,
    pub dual_gamma: f64,
    pub implied_volatility: f64,
    pub iv_error: f64,
    pub underlying_ms_of_day: i32,
    pub underlying_price: f64,
    pub date: i32,
    /// Contract expiration (`YYYYMMDD`). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (`'C'` = 67, `'P'` = 80 ASCII). 0 on single-contract queries.
    pub right: i32,
}

/// Per-trade first-order Greeks tick (delta / theta / vega / rho / epsilon
/// / lambda) paired with the trade-side execution columns identifying the
/// OPRA print each Greek was calculated against. Wire layout verified-live
/// against terminal jar build `202605221`.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct TradeGreeksFirstOrderTick {
    pub ms_of_day: i32,
    pub sequence: i32,
    pub ext_condition1: i32,
    pub ext_condition2: i32,
    pub ext_condition3: i32,
    pub ext_condition4: i32,
    pub condition: i32,
    pub size: i32,
    pub exchange: i32,
    pub price: f64,
    pub delta: f64,
    pub theta: f64,
    pub vega: f64,
    pub rho: f64,
    pub epsilon: f64,
    pub lambda: f64,
    pub implied_volatility: f64,
    pub iv_error: f64,
    pub underlying_ms_of_day: i32,
    pub underlying_price: f64,
    pub date: i32,
    /// Contract expiration (`YYYYMMDD`). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (`'C'` = 67, `'P'` = 80 ASCII). 0 on single-contract queries.
    pub right: i32,
}

/// Per-trade implied-volatility tick (single `implied_volatility` +
/// `iv_error` pair, NOT the bid/mid/ask IV triple of the interval-sampled
/// `IvTick`) paired with the trade-side execution columns identifying the
/// OPRA print the IV was calculated against. Wire layout verified-live
/// against terminal jar build `202605221`.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct TradeGreeksImpliedVolatilityTick {
    pub ms_of_day: i32,
    pub sequence: i32,
    pub ext_condition1: i32,
    pub ext_condition2: i32,
    pub ext_condition3: i32,
    pub ext_condition4: i32,
    pub condition: i32,
    pub size: i32,
    pub exchange: i32,
    pub price: f64,
    pub implied_volatility: f64,
    pub iv_error: f64,
    pub underlying_ms_of_day: i32,
    pub underlying_price: f64,
    pub date: i32,
    /// Contract expiration (`YYYYMMDD`). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (`'C'` = 67, `'P'` = 80 ASCII). 0 on single-contract queries.
    pub right: i32,
}

/// Per-trade second-order Greeks tick (gamma / vanna / charm / vomma /
/// veta) paired with the trade-side execution columns identifying the OPRA
/// print each Greek was calculated against. Wire layout verified-live
/// against terminal jar build `202605221`.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct TradeGreeksSecondOrderTick {
    pub ms_of_day: i32,
    pub sequence: i32,
    pub ext_condition1: i32,
    pub ext_condition2: i32,
    pub ext_condition3: i32,
    pub ext_condition4: i32,
    pub condition: i32,
    pub size: i32,
    pub exchange: i32,
    pub price: f64,
    pub gamma: f64,
    pub vanna: f64,
    pub charm: f64,
    pub vomma: f64,
    pub veta: f64,
    pub implied_volatility: f64,
    pub iv_error: f64,
    pub underlying_ms_of_day: i32,
    pub underlying_price: f64,
    pub date: i32,
    /// Contract expiration (`YYYYMMDD`). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (`'C'` = 67, `'P'` = 80 ASCII). 0 on single-contract queries.
    pub right: i32,
}

/// Per-trade third-order Greeks tick (speed / zomma / color / ultima)
/// paired with the trade-side execution columns identifying the OPRA print
/// each Greek was calculated against. The vendor's third-order schema does
/// not publish `vera`. Wire layout verified-live against terminal jar build
/// `202605221`.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct TradeGreeksThirdOrderTick {
    pub ms_of_day: i32,
    pub sequence: i32,
    pub ext_condition1: i32,
    pub ext_condition2: i32,
    pub ext_condition3: i32,
    pub ext_condition4: i32,
    pub condition: i32,
    pub size: i32,
    pub exchange: i32,
    pub price: f64,
    pub speed: f64,
    pub zomma: f64,
    pub color: f64,
    pub ultima: f64,
    pub implied_volatility: f64,
    pub iv_error: f64,
    pub underlying_ms_of_day: i32,
    pub underlying_price: f64,
    pub date: i32,
    /// Contract expiration (`YYYYMMDD`). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (`'C'` = 67, `'P'` = 80 ASCII). 0 on single-contract queries.
    pub right: i32,
}

/// Combined trade + quote tick -- 24 fields.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct TradeQuoteTick {
    pub ms_of_day: i32,
    pub sequence: i32,
    pub ext_condition1: i32,
    pub ext_condition2: i32,
    pub ext_condition3: i32,
    pub ext_condition4: i32,
    pub condition: i32,
    pub size: i32,
    pub exchange: i32,
    pub price: f64,
    pub condition_flags: i32,
    pub price_flags: i32,
    pub volume_type: i32,
    pub records_back: i32,
    pub quote_ms_of_day: i32,
    pub bid_size: i32,
    pub bid_exchange: i32,
    pub bid: f64,
    pub bid_condition: i32,
    pub ask_size: i32,
    pub ask_exchange: i32,
    pub ask: f64,
    pub ask_condition: i32,
    pub date: i32,
    /// Contract expiration (`YYYYMMDD`). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (`'C'` = 67, `'P'` = 80 ASCII). 0 on single-contract queries.
    pub right: i32,
}

/// Trade tick -- 15 fields. Core unit of trade data.
#[must_use]
#[derive(Debug, Clone, Copy)]
#[repr(C, align(64))]
pub struct TradeTick {
    pub ms_of_day: i32,
    pub sequence: i32,
    pub ext_condition1: i32,
    pub ext_condition2: i32,
    pub ext_condition3: i32,
    pub ext_condition4: i32,
    pub condition: i32,
    pub size: i32,
    pub exchange: i32,
    pub price: f64,
    pub condition_flags: i32,
    pub price_flags: i32,
    pub volume_type: i32,
    pub records_back: i32,
    pub date: i32,
    /// Contract expiration (`YYYYMMDD`). Populated on wildcard queries, 0 otherwise.
    pub expiration: i32,
    /// Contract strike price (decoded to `f64`).
    pub strike: f64,
    /// Contract right (`'C'` = 67, `'P'` = 80 ASCII). 0 on single-contract queries.
    pub right: i32,
}