List of all items
Structs
- compat::ErrorMsgV1
- compat::InstrumentDefMsgV1
- compat::SymbolMappingMsgV1
- compat::SystemMsgV1
- decode::AsyncDynReader
- decode::DynDecoder
- decode::DynReader
- decode::StreamIterDecoder
- decode::dbn::AsyncDecoder
- decode::dbn::AsyncMetadataDecoder
- decode::dbn::AsyncRecordDecoder
- decode::dbn::Decoder
- decode::dbn::MetadataDecoder
- decode::dbn::RecordDecoder
- decode::dbz::Decoder
- decode::dbz::MetadataDecoder
- encode::DynAsyncWriter
- encode::DynEncoder
- encode::DynEncoderBuilder
- encode::DynWriter
- encode::csv::Encoder
- encode::csv::EncoderBuilder
- encode::dbn::AsyncEncoder
- encode::dbn::AsyncMetadataEncoder
- encode::dbn::AsyncRecordEncoder
- encode::dbn::Encoder
- encode::dbn::MetadataEncoder
- encode::dbn::RecordEncoder
- encode::json::AsyncEncoder
- encode::json::Encoder
- encode::json::EncoderBuilder
- enums::ActionIter
- enums::CompressionIter
- enums::EncodingIter
- enums::InstrumentClassIter
- enums::MatchAlgorithmIter
- enums::STypeIter
- enums::SchemaIter
- enums::SecurityUpdateActionIter
- enums::SideIter
- enums::StatTypeIter
- enums::StatUpdateActionIter
- enums::StatusActionIter
- enums::StatusReasonIter
- enums::TradingEventIter
- enums::TriStateIter
- enums::UserDefinedInstrumentIter
- enums::VersionUpgradePolicyIter
- enums::rtype::RTypeIter
- metadata::MappingInterval
- metadata::Metadata
- metadata::MetadataBuilder
- metadata::SymbolMapping
- metadata::Unset
- pretty::Px
- pretty::Ts
- python::EnumIterator
- record::BidAskPair
- record::CbboMsg
- record::ConsolidatedBidAskPair
- record::ErrorMsg
- record::ImbalanceMsg
- record::InstrumentDefMsg
- record::MboMsg
- record::Mbp10Msg
- record::Mbp1Msg
- record::OhlcvMsg
- record::RecordHeader
- record::StatMsg
- record::StatusMsg
- record::SymbolMappingMsg
- record::SystemMsg
- record::TradeMsg
- record::WithTsOut
- record_ref::RecordRef
- symbol_map::PitSymbolMap
- symbol_map::TsSymbolMap
Enums
- RecordEnum
- RecordRefEnum
- enums::Action
- enums::Compression
- enums::Encoding
- enums::InstrumentClass
- enums::MatchAlgorithm
- enums::SType
- enums::Schema
- enums::SecurityUpdateAction
- enums::Side
- enums::StatType
- enums::StatUpdateAction
- enums::StatusAction
- enums::StatusReason
- enums::TradingEvent
- enums::TriState
- enums::UserDefinedInstrument
- enums::VersionUpgradePolicy
- enums::rtype::RType
- error::Error
- publishers::Dataset
- publishers::Publisher
- publishers::Venue
Traits
- compat::SymbolMappingRec
- decode::DbnMetadata
- decode::DecodeDbn
- decode::DecodeRecord
- decode::DecodeRecordRef
- decode::DecodeStream
- encode::DbnEncodable
- encode::EncodeDbn
- encode::EncodeRecord
- encode::EncodeRecordRef
- encode::EncodeRecordTextExt
- record::HasRType
- record::Record
- record::RecordMut
- symbol_map::SymbolIndex
Macros
- rtype_async_dispatch
- rtype_dispatch
- rtype_dispatch_with_ts_out
- rtype_method_dispatch
- rtype_ts_out_async_dispatch
- rtype_ts_out_async_method_dispatch
- rtype_ts_out_dispatch
- rtype_ts_out_method_dispatch
- schema_async_method_dispatch
- schema_dispatch
- schema_method_dispatch
- schema_ts_out_method_dispatch
Attribute Macros
Derive Macros
Functions
- compat::decode_record_ref
- compat::version_symbol_cstr_len
- decode::dbn::starts_with_prefix
- decode::dbz::starts_with_prefix
- enums::rtype::try_into_schema
- pretty::fmt_px
- pretty::fmt_ts
- python::py_to_time_date
- python::to_val_err
- record::c_chars_to_str
- record::str_to_c_chars
- record::transmute_header_bytes
- record::transmute_record
- record::transmute_record_bytes
- record::transmute_record_mut
- record::ts_to_dt
Type Aliases
- error::Result
- record::Bbo1MMsg
- record::Bbo1SMsg
- record::Cbbo1MMsg
- record::Cbbo1SMsg
- record::TbboMsg
- record::TcbboMsg
Constants
- DBN_VERSION
- FIXED_PRICE_SCALE
- MAX_RECORD_LEN
- SYMBOL_CSTR_LEN
- UNDEF_ORDER_SIZE
- UNDEF_PRICE
- UNDEF_STAT_QUANTITY
- UNDEF_TIMESTAMP
- compat::SYMBOL_CSTR_LEN_V1
- compat::SYMBOL_CSTR_LEN_V2
- datasets::DBEQ_BASIC
- datasets::GLBX_MDP3
- datasets::OPRA_PILLAR
- datasets::XNAS_ITCH
- encode::ZSTD_COMPRESSION_LEVEL
- enums::SCHEMA_COUNT
- enums::flags::BAD_TS_RECV
- enums::flags::LAST
- enums::flags::MAYBE_BAD_BOOK
- enums::flags::MBP
- enums::flags::SNAPSHOT
- enums::flags::TOB
- enums::rtype::BBO_1M
- enums::rtype::BBO_1S
- enums::rtype::CBBO
- enums::rtype::CBBO_1M
- enums::rtype::CBBO_1S
- enums::rtype::ERROR
- enums::rtype::IMBALANCE
- enums::rtype::INSTRUMENT_DEF
- enums::rtype::MBO
- enums::rtype::MBP_0
- enums::rtype::MBP_1
- enums::rtype::MBP_10
- enums::rtype::OHLCV_1D
- enums::rtype::OHLCV_1H
- enums::rtype::OHLCV_1M
- enums::rtype::OHLCV_1S
- enums::rtype::OHLCV_DEPRECATED
- enums::rtype::OHLCV_EOD
- enums::rtype::STATISTICS
- enums::rtype::STATUS
- enums::rtype::SYMBOL_MAPPING
- enums::rtype::SYSTEM
- enums::rtype::TCBBO
- metadata::DATE_FORMAT
- publishers::DATASET_COUNT
- publishers::PUBLISHER_COUNT
- publishers::VENUE_COUNT