Module dbn::enums::rtype

source ·
Expand description

Record types, possible values for RecordHeader::rtype

Structs§

Enums§

Constants§

  • BBO_1M
    Denotes a best bid and offer record subsampled on a one-minute interval.
  • BBO_1S
    Denotes a best bid and offer record subsampled on a one-second interval.
  • CBBO
    Denotes a consolidated best bid and offer record.
  • CBBO_1M
    Denotes a consolidated best bid and offer record subsampled on a one-minute interval.
  • CBBO_1S
    Denotes a consolidated best bid and offer record subsampled on a one-second interval.
  • ERROR
    Denotes an error from gateway.
  • IMBALANCE
    Denotes an order imbalance record.
  • INSTRUMENT_DEF
    Denotes an instrument definition record.
  • MBO
    Denotes a market-by-order record.
  • MBP_0
    Denotes a market-by-price record with a book depth of 0 (used for the Trades schema).
  • MBP_1
    Denotes a market-by-price record with a book depth of 1 (also used for the Tbbo schema).
  • MBP_10
    Denotes a market-by-price record with a book depth of 10.
  • OHLCV_1D
    Denotes an open, high, low, close, and volume record at a daily cadence based on the UTC date.
  • OHLCV_1H
    Denotes an open, high, low, close, and volume record at an hourly cadence.
  • OHLCV_1M
    Denotes an open, high, low, close, and volume record at a 1-minute cadence.
  • OHLCV_1S
    Denotes an open, high, low, close, and volume record at a 1-second cadence.
  • OHLCV_DEPRECATEDDeprecated
    Denotes an open, high, low, close, and volume record at an unspecified cadence.
  • OHLCV_EOD
    Denotes an open, high, low, close, and volume record at a daily cadence based on the end of the trading session.
  • STATISTICS
    Denotes a statistics record from the publisher (not calculated by Databento).
  • STATUS
    Denotes an exchange status record.
  • SYMBOL_MAPPING
    Denotes a symbol mapping record.
  • SYSTEM
    Denotes a non-error message from the gateway. Also used for heartbeats.
  • TCBBO
    Denotes a consolidated best bid and offer trade record containing the consolidated BBO before the trade.

Functions§