Enum RecordEnum

pub enum RecordEnum {
    Mbo(MboMsg),
    Trade(TradeMsg),
    Mbp1(Mbp1Msg),
    Mbp10(Mbp10Msg),
    Ohlcv(OhlcvMsg),
    Status(StatusMsg),
    InstrumentDef(InstrumentDefMsg),
    Imbalance(ImbalanceMsg),
    Stat(StatMsg),
    Error(ErrorMsg),
    SymbolMapping(SymbolMappingMsg),
    System(SystemMsg),
    Cmbp1(Cmbp1Msg),
    Bbo(BboMsg),
    Cbbo(CbboMsg),
}

An owned DBN record type of flexible type. Unlike RecordRef, this type allows matching.

Note: this type does not support ts_out.

Variants

Mbo(MboMsg)

An market-by-order message.

Trade(TradeMsg)

A trade message.

Mbp1(Mbp1Msg)

A market-by-price message with a book depth of 1.

Mbp10(Mbp10Msg)

A market-by-price message with a book depth of 10.

Ohlcv(OhlcvMsg)

An open, high, low, close, and volume message.

Status(StatusMsg)

A trading status message.

InstrumentDef(InstrumentDefMsg)

An instrument definition message.

Imbalance(ImbalanceMsg)

An auction imbalance message.

Stat(StatMsg)

A publisher statistic message.

Error(ErrorMsg)

An error message from the Databento Live Subscription Gateway (LSG).

SymbolMapping(SymbolMappingMsg)

A symbol mapping message.

System(SystemMsg)

A non-error message from the Databento Live Subscription Gateway (LSG).

Cmbp1(Cmbp1Msg)

A consolidated best bid and offer message.

Bbo(BboMsg)

A subsampled market-by-price message with a book depth of 1.

Cbbo(CbboMsg)

A subsampled and consolidated market-by-price message with a book depth of 1.

Trait Implementations

impl Clone for RecordEnum

fn clone(&self) -> RecordEnum

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for RecordEnum

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

Formats the value using the given formatter.

impl<'a> From<&'a RecordEnum> for RecordRef<'a>

fn from(rec_enum: &'a RecordEnum) -> Self

Converts to this type from the input type.

impl<'a> From<&'a RecordEnum> for RecordRefEnum<'a>

fn from(rec_enum: &'a RecordEnum) -> Self

Converts to this type from the input type.

impl From<CbboMsg> for RecordEnum

fn from(rec: CbboMsg) -> Self

Converts to this type from the input type.

impl From<Cmbp1Msg> for RecordEnum

fn from(rec: Cmbp1Msg) -> Self

Converts to this type from the input type.

impl From<ErrorMsg> for RecordEnum

fn from(rec: ErrorMsg) -> Self

Converts to this type from the input type.

impl From<ImbalanceMsg> for RecordEnum

fn from(rec: ImbalanceMsg) -> Self

Converts to this type from the input type.

impl From<InstrumentDefMsg> for RecordEnum

fn from(rec: InstrumentDefMsg) -> Self

Converts to this type from the input type.

impl From<MboMsg> for RecordEnum

fn from(rec: MboMsg) -> Self

Converts to this type from the input type.

impl From<Mbp10Msg> for RecordEnum

fn from(rec: Mbp10Msg) -> Self

Converts to this type from the input type.

impl From<Mbp1Msg> for RecordEnum

fn from(rec: Mbp1Msg) -> Self

Converts to this type from the input type.

impl From<OhlcvMsg> for RecordEnum

fn from(rec: OhlcvMsg) -> Self

Converts to this type from the input type.

impl From<StatMsg> for RecordEnum

fn from(rec: StatMsg) -> Self

Converts to this type from the input type.

impl From<StatusMsg> for RecordEnum

fn from(rec: StatusMsg) -> Self

Converts to this type from the input type.

impl From<SymbolMappingMsg> for RecordEnum

fn from(rec: SymbolMappingMsg) -> Self

Converts to this type from the input type.

impl From<SystemMsg> for RecordEnum

fn from(rec: SystemMsg) -> Self

Converts to this type from the input type.

impl From<TradeMsg> for RecordEnum

fn from(rec: TradeMsg) -> Self

Converts to this type from the input type.

impl Record for RecordEnum

fn header(&self) -> &RecordHeader

Returns a reference to the RecordHeader that comes at the beginning of all record types.

fn raw_index_ts(&self) -> u64

Returns the raw primary timestamp for the record.

fn record_size(&self) -> usize

Returns the size of the record in bytes.

fn rtype(&self) -> Result<RType>

Tries to convert the raw record type into an enum which is useful for exhaustive pattern matching.

fn publisher(&self) -> Result<Publisher>

Tries to convert the raw publisher_id into an enum which is useful for exhaustive pattern matching.

fn index_ts(&self) -> Option<OffsetDateTime>

Returns the primary timestamp for the record. Returns None if the primary timestamp contains the sentinel value for a null timestamp.

fn index_date(&self) -> Option<Date>

Returns the primary date for the record; the date component of the primary timestamp (index_ts()). Returns None if the primary timestamp contains the sentinel value for a null timestamp.

impl RecordMut for RecordEnum

fn header_mut(&mut self) -> &mut RecordHeader

Returns a mutable reference to the RecordHeader that comes at the beginning of all record types.