dbn

Module flags

Source
Expand description

Bit set flags used in Databento market data.

Structs§

  • FlagSet
    A transparent wrapper around the bit field used in several DBN record types, namely MboMsg and record types derived from it.

Constants§

  • BAD_TS_RECV
    Indicates the ts_recv value is inaccurate due to clock issues or packet reordering.
  • LAST
    Indicates it’s the last record in the event from the venue for a given instrument_id.
  • MAYBE_BAD_BOOK
    Indicates an unrecoverable gap was detected in the channel.
  • MBP
    Indicates an aggregated price level record, not an individual order.
  • SNAPSHOT
    Indicates the record was sourced from a replay, such as a snapshot server.
  • TOB
    Indicates a top-of-book record, not an individual order.