#[repr(u16)]pub enum Schema {
Show 20 variants
Mbo = 0,
Mbp1 = 1,
Mbp10 = 2,
Tbbo = 3,
Trades = 4,
Ohlcv1S = 5,
Ohlcv1M = 6,
Ohlcv1H = 7,
Ohlcv1D = 8,
Definition = 9,
Statistics = 10,
Status = 11,
Imbalance = 12,
OhlcvEod = 13,
Cbbo = 14,
Cbbo1S = 15,
Cbbo1M = 16,
Tcbbo = 17,
Bbo1S = 18,
Bbo1M = 19,
}
Expand description
A data record schema.
Variants§
Mbo = 0
Market by order.
Mbp1 = 1
Market by price with a book depth of 1.
Mbp10 = 2
Market by price with a book depth of 10.
Tbbo = 3
All trade events with the best bid and offer (BBO) immediately before the effect of the trade.
Trades = 4
All trade events.
Ohlcv1S = 5
Open, high, low, close, and volume at a one-second interval.
Ohlcv1M = 6
Open, high, low, close, and volume at a one-minute interval.
Ohlcv1H = 7
Open, high, low, close, and volume at an hourly interval.
Ohlcv1D = 8
Open, high, low, close, and volume at a daily interval based on the UTC date.
Definition = 9
Instrument definitions.
Statistics = 10
Additional data disseminated by publishers.
Status = 11
Trading status events.
Imbalance = 12
Auction imbalance events.
OhlcvEod = 13
Open, high, low, close, and volume at a daily cadence based on the end of the trading session.
Cbbo = 14
Consolidated best bid and offer.
Cbbo1S = 15
Consolidated best bid and offer subsampled at one-second intervals, in addition to trades.
Cbbo1M = 16
Consolidated best bid and offer subsampled at one-minute intervals, in addition to trades.
Tcbbo = 17
All trade events with the consolidated best bid and offer (CBBO) immediately before the effect of the trade.
Bbo1S = 18
Best bid and offer subsampled at one-second intervals, in addition to trades.
Bbo1M = 19
Best bid and offer subsampled at one-minute intervals, in addition to trades.
Implementations§
Trait Implementations§
source§impl<'de> Deserialize<'de> for Schema
Available on crate feature serde
only.
impl<'de> Deserialize<'de> for Schema
serde
only.source§fn deserialize<D: Deserializer<'de>>(deserializer: D) -> Result<Self, D::Error>
fn deserialize<D: Deserializer<'de>>(deserializer: D) -> Result<Self, D::Error>
source§impl IntoEnumIterator for Schema
impl IntoEnumIterator for Schema
type Iterator = SchemaIter
fn iter() -> SchemaIter ⓘ
source§impl PartialEq for Schema
impl PartialEq for Schema
source§impl PyClassImpl for Schema
impl PyClassImpl for Schema
source§const IS_BASETYPE: bool = false
const IS_BASETYPE: bool = false
source§const IS_SUBCLASS: bool = false
const IS_SUBCLASS: bool = false
source§const IS_MAPPING: bool = false
const IS_MAPPING: bool = false
source§const IS_SEQUENCE: bool = false
const IS_SEQUENCE: bool = false
§type ThreadChecker = SendablePyClass<Schema>
type ThreadChecker = SendablePyClass<Schema>
§type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild
type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild
§type BaseNativeType = PyAny
type BaseNativeType = PyAny
PyAny
by default, and when you declare
#[pyclass(extends=PyDict)]
, it’s PyDict
.fn items_iter() -> PyClassItemsIter
fn lazy_type_object() -> &'static LazyTypeObject<Self>
fn dict_offset() -> Option<isize>
fn weaklist_offset() -> Option<isize>
source§impl PyClassNewTextSignature<Schema> for PyClassImplCollector<Schema>
Available on crate feature python
only.
impl PyClassNewTextSignature<Schema> for PyClassImplCollector<Schema>
python
only.fn new_text_signature(self) -> Option<&'static str>
source§impl PyMethods<Schema> for PyClassImplCollector<Schema>
Available on crate feature python
only.
impl PyMethods<Schema> for PyClassImplCollector<Schema>
python
only.fn py_methods(self) -> &'static PyClassItems
source§impl PyTypeInfo for Schema
impl PyTypeInfo for Schema
§type AsRefTarget = PyCell<Schema>
type AsRefTarget = PyCell<Schema>
source§fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject
fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject
source§fn type_object(py: Python<'_>) -> &PyType
fn type_object(py: Python<'_>) -> &PyType
source§fn is_type_of(object: &PyAny) -> bool
fn is_type_of(object: &PyAny) -> bool
object
is an instance of this type or a subclass of this type.source§fn is_exact_type_of(object: &PyAny) -> bool
fn is_exact_type_of(object: &PyAny) -> bool
object
is an instance of this type.