Enum Schema

#[repr(u16)]
pub enum Schema {
    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,
    Cmbp1 = 14,
    Cbbo1S = 15,
    Cbbo1M = 16,
    Tcbbo = 17,
    Bbo1S = 18,
    Bbo1M = 19,
}

A data record schema.

Each schema has a particular record type associated with it.

See List of supported market data schemas for an overview of the differences and use cases of each 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.

Cmbp1 = 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

impl Schema

pub const fn as_str(&self) -> &'static str

Converts the given schema to a &'static str.

Trait Implementations

impl AsRef<str> for Schema

fn as_ref(&self) -> &str

Converts this type into a shared reference of the (usually inferred) input type.

impl Clone for Schema

fn clone(&self) -> Schema

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Schema

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Schema

Available on crate feature serde only.

fn deserialize<D: Deserializer<'de>>(deserializer: D) -> Result<Self, D::Error>

Deserialize this value from the given Serde deserializer.

impl Display for Schema

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl From<Schema> for RType

Get the corresponding rtype for the given schema.

fn from(schema: Schema) -> Self

Converts to this type from the input type.

impl FromStr for Schema

type Err = Error

The associated error which can be returned from parsing.

fn from_str(s: &str) -> Result<Self, Self::Err>

Parses a string s to return a value of this type.

impl Hash for Schema

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl IntoEnumIterator for Schema

type Iterator = SchemaIter

fn iter() -> SchemaIter

impl IntoPy<Py<PyAny>> for Schema

fn into_py(self, py: Python<'_>) -> PyObject

Performs the conversion.

impl PartialEq for Schema

fn eq(&self, other: &Schema) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PyClass for Schema

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for Schema

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<Schema>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

Available on non-crate feature gil-refs only.

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<Schema> for PyClassImplCollector<Schema>

Available on crate feature python only.

fn new_text_signature(self) -> Option<&'static str>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a Schema

type Holder = Option<PyRef<'py, Schema>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut Schema

type Holder = Option<PyRefMut<'py, Schema>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<Schema> for PyClassImplCollector<Schema>

Available on crate feature python only.

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for Schema

const NAME: &'static str = "Schema"

Class name.

const MODULE: Option<&'static str> = _

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object_bound(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl Serialize for Schema

Available on crate feature serde only.

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>

where S: Serializer,

Serialize this value into the given Serde serializer.

impl TryFrom<u16> for Schema

type Error = TryFromPrimitiveError<Schema>

The type returned in the event of a conversion error.

fn try_from(number: u16) -> Result<Self, TryFromPrimitiveError<Self>>

Performs the conversion.

impl TryFromPrimitive for Schema

const NAME: &'static str = "Schema"

type Primitive = u16

type Error = TryFromPrimitiveError<Schema>

fn try_from_primitive( number: Self::Primitive, ) -> Result<Self, TryFromPrimitiveError<Self>>

impl Copy for Schema

impl Eq for Schema

impl StructuralPartialEq for Schema