#[repr(u8)]pub enum RType {
Show 23 variants
Mbp0 = 0,
Mbp1 = 1,
Mbp10 = 10,
OhlcvDeprecated = 17,
Ohlcv1S = 32,
Ohlcv1M = 33,
Ohlcv1H = 34,
Ohlcv1D = 35,
OhlcvEod = 36,
Status = 18,
InstrumentDef = 19,
Imbalance = 20,
Error = 21,
SymbolMapping = 22,
System = 23,
Statistics = 24,
Mbo = 160,
Cmbp1 = 177,
Cbbo1S = 192,
Cbbo1M = 193,
Tcbbo = 194,
Bbo1S = 195,
Bbo1M = 196,
}Expand description
A record type,
i.e. a sentinel for different types implementing HasRType.
Use in RecordHeader to indicate the type of record,
which is useful when working with DBN streams containing multiple record types
or an unknown record type.
Variants§
Mbp0 = 0
Denotes a market-by-price record with a book depth of 0 (used for the
Trades schema).
Mbp1 = 1
Denotes a market-by-price record with a book depth of 1 (also used for the
Tbbo schema).
Mbp10 = 10
Denotes a market-by-price record with a book depth of 10.
OhlcvDeprecated = 17
Denotes an open, high, low, close, and volume record at an unspecified cadence.
Ohlcv1S = 32
Denotes an open, high, low, close, and volume record at a 1-second cadence.
Ohlcv1M = 33
Denotes an open, high, low, close, and volume record at a 1-minute cadence.
Ohlcv1H = 34
Denotes an open, high, low, close, and volume record at an hourly cadence.
Ohlcv1D = 35
Denotes an open, high, low, close, and volume record at a daily cadence based on the UTC date.
OhlcvEod = 36
Denotes an open, high, low, close, and volume record at a daily cadence based on the end of the trading session.
Status = 18
Denotes an exchange status record.
InstrumentDef = 19
Denotes an instrument definition record.
Imbalance = 20
Denotes an order imbalance record.
Error = 21
Denotes an error from gateway.
SymbolMapping = 22
Denotes a symbol mapping record.
System = 23
Denotes a non-error message from the gateway. Also used for heartbeats.
Statistics = 24
Denotes a statistics record from the publisher (not calculated by Databento).
Mbo = 160
Denotes a market by order record.
Cmbp1 = 177
Denotes a consolidated best bid and offer record.
Cbbo1S = 192
Denotes a consolidated best bid and offer record subsampled on a one-second interval.
Cbbo1M = 193
Denotes a consolidated best bid and offer record subsampled on a one-minute interval.
Tcbbo = 194
Denotes a consolidated best bid and offer trade record containing the consolidated BBO before the trade.
Bbo1S = 195
Denotes a best bid and offer record subsampled on a one-second interval.
Bbo1M = 196
Denotes a best bid and offer record subsampled on a one-minute interval.
Implementations§
Trait Implementations§
Source§impl IntoEnumIterator for RType
impl IntoEnumIterator for RType
Source§impl PyClassImpl for RType
impl PyClassImpl for RType
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
Source§type ThreadChecker = SendablePyClass<RType>
type ThreadChecker = SendablePyClass<RType>
Source§type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild
type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild
Source§type BaseNativeType = PyAny
type BaseNativeType = PyAny
gil-refs only.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<RType> for PyClassImplCollector<RType>
Available on crate feature python only.
impl PyClassNewTextSignature<RType> for PyClassImplCollector<RType>
python only.fn new_text_signature(self) -> Option<&'static str>
Source§impl PyMethods<RType> for PyClassImplCollector<RType>
Available on crate feature python only.
impl PyMethods<RType> for PyClassImplCollector<RType>
python only.