List of all items

Structs

• BboMsg
• BidAskPair
• CbboMsg
• Cmbp1Msg
• ConsolidatedBidAskPair
• DbnVersion
• ErrorMsg
• FlagSet
• ImbalanceMsg
• InstrumentDefMsg
• MappingInterval
• MboMsg
• Mbp10Msg
• Mbp1Msg
• Metadata
• MetadataBuilder
• OhlcvMsg
• PitSymbolMap
• RecordHeader
• RecordRef
• StatMsg
• StatusMsg
• SymbolMapping
• SymbolMappingMsg
• SystemMsg
• TradeMsg
• TsSymbolMap
• WithTsOut
• compat::ErrorMsgV1
• compat::InstrumentDefMsgV1
• compat::InstrumentDefMsgV2
• compat::StatMsgV1
• compat::SymbolMappingMsgV1
• compat::SystemMsgV1
• decode::AsyncDynReader
• decode::DynDecoder
• decode::DynReader
• decode::MergeDecoder
• decode::MergeRecordDecoder
• decode::StreamIterDecoder
• decode::dbn::AsyncDecoder
• decode::dbn::AsyncMetadataDecoder
• decode::dbn::AsyncRecordDecoder
• decode::dbn::Decoder
• decode::dbn::MetadataDecoder
• decode::dbn::RecordDecoder
• decode::dbn::fsm::DbnFsm
• decode::dbn::fsm::DbnFsmBuilder
• decode::dbz::Decoder
• decode::dbz::MetadataDecoder
• encode::DynAsyncBufWriter
• encode::DynAsyncWriter
• encode::DynEncoder
• encode::DynEncoderBuilder
• encode::DynWriter
• encode::SchemaSplitter
• encode::SplitEncoder
• encode::SymbolSplitter
• encode::TimeSplitter
• encode::csv::Encoder
• encode::csv::EncoderBuilder
• encode::dbn::AsyncEncoder
• encode::dbn::AsyncMetadataEncoder
• encode::dbn::AsyncRecordEncoder
• encode::dbn::Encoder
• encode::dbn::MetadataEncoder
• encode::dbn::RecordEncoder
• encode::json::AsyncEncoder
• encode::json::Encoder
• encode::json::EncoderBuilder
• enums::ActionIter
• enums::CompressionIter
• enums::EncodingIter
• enums::ErrorCodeIter
• enums::InstrumentClassIter
• enums::MatchAlgorithmIter
• enums::RTypeIter
• enums::STypeIter
• enums::SchemaIter
• enums::SecurityUpdateActionIter
• enums::SideIter
• enums::StatTypeIter
• enums::StatUpdateActionIter
• enums::StatusActionIter
• enums::StatusReasonIter
• enums::SystemCodeIter
• enums::TradingEventIter
• enums::TriStateIter
• enums::UserDefinedInstrumentIter
• enums::VersionUpgradePolicyIter
• flags::FlagSet
• metadata::MappingInterval
• metadata::Metadata
• metadata::MetadataBuilder
• metadata::SymbolMapping
• metadata::Unset
• pretty::Px
• pretty::Ts
• python::DBNError
• python::EnumIterator
• record::BboMsg
• record::BidAskPair
• record::CbboMsg
• record::Cmbp1Msg
• record::ConsolidatedBidAskPair
• record::ErrorMsg
• record::ImbalanceMsg
• record::InstrumentDefMsg
• record::MboMsg
• record::Mbp10Msg
• record::Mbp1Msg
• record::OhlcvMsg
• record::RecordHeader
• record::StatMsg
• record::StatusMsg
• record::SymbolMappingMsg
• record::SystemMsg
• record::TradeMsg
• record::WithTsOut
• record_ref::RecordRef
• symbol_map::PitSymbolMap
• symbol_map::TsSymbolMap

Enums

• Action
• Compression
• Dataset
• Encoding
• Error
• ErrorCode
• InstrumentClass
• MatchAlgorithm
• Publisher
• RType
• RecordEnum
• RecordRefEnum
• SType
• Schema
• SecurityUpdateAction
• Side
• StatType
• StatUpdateAction
• StatusAction
• StatusReason
• SystemCode
• TradingEvent
• TriState
• UserDefinedInstrument
• Venue
• VersionUpgradePolicy
• decode::dbn::fsm::ProcessResult
• encode::NoSchemaBehavior
• encode::SplitDuration
• enums::Action
• enums::Compression
• enums::Encoding
• enums::ErrorCode
• enums::InstrumentClass
• enums::MatchAlgorithm
• enums::RType
• enums::SType
• enums::Schema
• enums::SecurityUpdateAction
• enums::Side
• enums::StatType
• enums::StatUpdateAction
• enums::StatusAction
• enums::StatusReason
• enums::SystemCode
• enums::TradingEvent
• enums::TriState
• enums::UserDefinedInstrument
• enums::VersionUpgradePolicy
• error::Error
• publishers::Dataset
• publishers::Publisher
• publishers::Venue

Traits

• HasRType
• Record
• RecordMut
• SymbolIndex
• compat::InstrumentDefRec
• compat::StatRec
• compat::SymbolMappingRec
• decode::AsyncDecodeRecord
• decode::AsyncDecodeRecordRef
• decode::AsyncSkipBytes
• decode::DbnMetadata
• decode::DecodeDbn
• decode::DecodeRecord
• decode::DecodeRecordRef
• decode::DecodeStream
• decode::SkipBytes
• encode::AsyncEncodeRecord
• encode::AsyncEncodeRecordRef
• encode::AsyncEncodeRecordTextExt
• encode::DbnEncodable
• encode::EncodeDbn
• encode::EncodeRecord
• encode::EncodeRecordRef
• encode::EncodeRecordTextExt
• encode::Splitter
• python::repr::WritePyRepr
• record::HasRType
• record::Record
• record::RecordMut
• symbol_map::SymbolIndex

Macros

• rtype_async_dispatch
• rtype_dispatch
• rtype_dispatch_with_ts_out
• rtype_method_dispatch
• rtype_ts_out_async_dispatch
• rtype_ts_out_async_method_dispatch
• rtype_ts_out_dispatch
• rtype_ts_out_method_dispatch
• schema_async_method_dispatch
• schema_dispatch
• schema_method_dispatch
• schema_ts_out_method_dispatch

Attribute Macros

• macros::dbn_record

Derive Macros

• macros::CsvSerialize
• macros::DbnAttr
• macros::JsonSerialize
• macros::PyFieldDesc
• macros::RecordDebug
• macros::WritePyRepr

Functions

• compat::version_symbol_cstr_len
• decode::dbn::async_decode_metadata_with_fsm
• decode::dbn::async_decode_record_ref_with_fsm
• decode::dbn::starts_with_prefix
• decode::dbz::starts_with_prefix
• pretty::fmt_px
• pretty::fmt_ts
• pretty::px_to_f64
• python::py_to_time_date
• python::repr::fmt_c_char_enum
• python::repr::fmt_enum_method
• python::repr::fmt_px
• python::repr::fmt_ts
• python::to_py_err
• record::c_chars_to_str
• record::str_to_c_chars
• record::transmute_header_bytes
• record::transmute_record
• record::transmute_record_bytes
• record::transmute_record_mut
• record::ts_to_dt

Type Aliases

• Bbo1MMsg
• Bbo1SMsg
• Cbbo1MMsg
• Cbbo1SMsg
• Result
• TbboMsg
• TcbboMsg
• error::Result
• record::Bbo1MMsg
• record::Bbo1SMsg
• record::Cbbo1MMsg
• record::Cbbo1SMsg
• record::TbboMsg
• record::TcbboMsg

Constants

• ASSET_CSTR_LEN
• DBN_VERSION
• FIXED_PRICE_SCALE
• MAX_RECORD_LEN
• SYMBOL_CSTR_LEN
• UNDEF_ORDER_SIZE
• UNDEF_PRICE
• UNDEF_STAT_QUANTITY
• UNDEF_TIMESTAMP
• compat::ASSET_CSTR_LEN_V1
• compat::ASSET_CSTR_LEN_V2
• compat::ASSET_CSTR_LEN_V3
• compat::SYMBOL_CSTR_LEN_V1
• compat::SYMBOL_CSTR_LEN_V2
• compat::SYMBOL_CSTR_LEN_V3
• compat::UNDEF_STAT_QUANTITY_V1
• compat::UNDEF_STAT_QUANTITY_V2
• compat::UNDEF_STAT_QUANTITY_V3
• encode::ZSTD_COMPRESSION_LEVEL
• enums::rtype::BBO_1M
• enums::rtype::BBO_1S
• enums::rtype::CBBO_1M
• enums::rtype::CBBO_1S
• enums::rtype::CMBP_1
• enums::rtype::ERROR
• enums::rtype::IMBALANCE
• enums::rtype::INSTRUMENT_DEF
• enums::rtype::MBO
• enums::rtype::MBP_0
• enums::rtype::MBP_1
• enums::rtype::MBP_10
• enums::rtype::OHLCV_1D
• enums::rtype::OHLCV_1H
• enums::rtype::OHLCV_1M
• enums::rtype::OHLCV_1S
• enums::rtype::OHLCV_DEPRECATED
• enums::rtype::OHLCV_EOD
• enums::rtype::STATISTICS
• enums::rtype::STATUS
• enums::rtype::SYMBOL_MAPPING
• enums::rtype::SYSTEM
• enums::rtype::TCBBO
• flags::BAD_TS_RECV
• flags::LAST
• flags::MAYBE_BAD_BOOK
• flags::MBP
• flags::PUBLISHER_SPECIFIC
• flags::SNAPSHOT
• flags::TOB
• metadata::DATE_FORMAT
• publishers::DATASET_COUNT
• publishers::PUBLISHER_COUNT
• publishers::VENUE_COUNT
• rtype::BBO_1M
• rtype::BBO_1S
• rtype::CBBO_1M
• rtype::CBBO_1S
• rtype::CMBP_1
• rtype::ERROR
• rtype::IMBALANCE
• rtype::INSTRUMENT_DEF
• rtype::MBO
• rtype::MBP_0
• rtype::MBP_1
• rtype::MBP_10
• rtype::OHLCV_1D
• rtype::OHLCV_1H
• rtype::OHLCV_1M
• rtype::OHLCV_1S
• rtype::OHLCV_DEPRECATED
• rtype::OHLCV_EOD
• rtype::STATISTICS
• rtype::STATUS
• rtype::SYMBOL_MAPPING
• rtype::SYSTEM
• rtype::TCBBO
• v1::DBN_VERSION
• v2::DBN_VERSION
• v3::DBN_VERSION