Struct InstrumentDefMsgV1 

pub struct InstrumentDefMsgV1 {

    pub hd: RecordHeader,
    pub ts_recv: u64,
    pub min_price_increment: i64,
    pub display_factor: i64,
    pub expiration: u64,
    pub activation: u64,
    pub high_limit_price: i64,
    pub low_limit_price: i64,
    pub max_price_variation: i64,
    pub trading_reference_price: i64,
    pub unit_of_measure_qty: i64,
    pub min_price_increment_amount: i64,
    pub price_ratio: i64,
    pub inst_attrib_value: i32,
    pub underlying_id: u32,
    pub raw_instrument_id: u32,
    pub market_depth_implied: i32,
    pub market_depth: i32,
    pub market_segment_id: u32,
    pub max_trade_vol: u32,
    pub min_lot_size: i32,
    pub min_lot_size_block: i32,
    pub min_lot_size_round_lot: i32,
    pub min_trade_vol: u32,
    pub contract_multiplier: i32,
    pub decay_quantity: i32,
    pub original_contract_size: i32,
    pub trading_reference_date: u16,
    pub appl_id: i16,
    pub maturity_year: u16,
    pub decay_start_date: u16,
    pub channel_id: u16,
    pub currency: [c_char; 4],
    pub settl_currency: [c_char; 4],
    pub secsubtype: [c_char; 6],
    pub raw_symbol: [c_char; 22],
    pub group: [c_char; 21],
    pub exchange: [c_char; 5],
    pub asset: [c_char; 7],
    pub cfi: [c_char; 7],
    pub security_type: [c_char; 7],
    pub unit_of_measure: [c_char; 31],
    pub underlying: [c_char; 21],
    pub strike_price_currency: [c_char; 4],
    pub instrument_class: c_char,
    pub strike_price: i64,
    pub match_algorithm: c_char,
    pub md_security_trading_status: u8,
    pub main_fraction: u8,
    pub price_display_format: u8,
    pub settl_price_type: u8,
    pub sub_fraction: u8,
    pub underlying_product: u8,
    pub security_update_action: SecurityUpdateAction,
    pub maturity_month: u8,
    pub maturity_day: u8,
    pub maturity_week: u8,
    pub user_defined_instrument: UserDefinedInstrument,
    pub contract_multiplier_unit: i8,
    pub flow_schedule_type: i8,
    pub tick_rule: u8,
    /* private fields */
}

A definition of an instrument in DBN version 1. The record of the Definition schema.

Fields

hd: RecordHeader

The common header.

ts_recv: u64

The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch.

See ts_recv.

min_price_increment: i64

The minimum constant tick for the instrument where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

See Prices.

display_factor: i64

The multiplier to convert the venue’s display price to the conventional price where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

expiration: u64

The last eligible trade time expressed as the number of nanoseconds since the UNIX epoch.

Will be UNDEF_TIMESTAMP when null, such as for equities. Some publishers only provide date-level granularity.

activation: u64

The time of instrument activation expressed as the number of nanoseconds since the UNIX epoch.

Will be UNDEF_TIMESTAMP when null, such as for equities. Some publishers only provide date-level granularity.

high_limit_price: i64

The allowable high limit price for the trading day where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

See Prices.

low_limit_price: i64

The allowable low limit price for the trading day where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

See Prices.

max_price_variation: i64

The differential value for price banding where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

See Prices.

trading_reference_price: i64

The trading session settlement price on trading_reference_date.

See Prices.

unit_of_measure_qty: i64

The contract size for each instrument, in combination with unit_of_measure, where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

min_price_increment_amount: i64

The value currently under development by the venue where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

See Prices.

price_ratio: i64

The value used for price calculation in spread and leg pricing where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

inst_attrib_value: i32

A bitmap of instrument eligibility attributes.

underlying_id: u32

The instrument_id of the first underlying instrument.

See Instrument identifiers.

raw_instrument_id: u32

The instrument ID assigned by the publisher. May be the same as instrument_id.

See Instrument identifiers

market_depth_implied: i32

The implied book depth on the price level data feed.

market_depth: i32

The (outright) book depth on the price level data feed.

market_segment_id: u32

The market segment of the instrument.

max_trade_vol: u32

The maximum trading volume for the instrument.

min_lot_size: i32

The minimum order entry quantity for the instrument.

min_lot_size_block: i32

The minimum quantity required for a block trade of the instrument.

min_lot_size_round_lot: i32

The minimum quantity required for a round lot of the instrument. Multiples of this quantity are also round lots.

min_trade_vol: u32

The minimum trading volume for the instrument.

contract_multiplier: i32

The number of deliverables per instrument, i.e. peak days.

decay_quantity: i32

The quantity that a contract will decay daily, after decay_start_date has been reached.

original_contract_size: i32

The fixed contract value assigned to each instrument.

trading_reference_date: u16

The trading session date corresponding to the settlement price in trading_reference_price, in number of days since the UNIX epoch.

appl_id: i16

The channel ID assigned at the venue.

maturity_year: u16

The calendar year reflected in the instrument symbol.

decay_start_date: u16

The date at which a contract will begin to decay.

channel_id: u16

The channel ID assigned by Databento as an incrementing integer starting at zero.

currency: [c_char; 4]

The currency used for price fields.

settl_currency: [c_char; 4]

The currency used for settlement, if different from currency.

secsubtype: [c_char; 6]

The strategy type of the spread.

raw_symbol: [c_char; 22]

The instrument raw symbol assigned by the publisher.

group: [c_char; 21]

The security group code of the instrument.

exchange: [c_char; 5]

The exchange used to identify the instrument.

asset: [c_char; 7]

The underlying asset code (product code) of the instrument.

cfi: [c_char; 7]

The ISO standard instrument categorization code.

security_type: [c_char; 7]

The security type of the instrument, e.g. FUT for future or future spread.

See Security type.

unit_of_measure: [c_char; 31]

The unit of measure for the instrument’s original contract size, e.g. USD or LBS.

underlying: [c_char; 21]

The symbol of the first underlying instrument.

strike_price_currency: [c_char; 4]

The currency of strike_price.

instrument_class: c_char

The classification of the instrument.

See Instrument class.

strike_price: i64

The strike price of the option where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

See Prices.

match_algorithm: c_char

The matching algorithm used for the instrument, typically FIFO.

See Matching algorithm.

md_security_trading_status: u8

The current trading state of the instrument.

main_fraction: u8

The price denominator of the main fraction.

price_display_format: u8

The number of digits to the right of the tick mark, to display fractional prices.

settl_price_type: u8

The type indicators for the settlement price, as a bitmap.

sub_fraction: u8

The price denominator of the sub fraction.

underlying_product: u8

The product complex of the instrument.

security_update_action: SecurityUpdateAction

Indicates if the instrument definition has been added, modified, or deleted.

maturity_month: u8

The calendar month reflected in the instrument symbol.

maturity_day: u8

The calendar day reflected in the instrument symbol, or 0.

maturity_week: u8

The calendar week reflected in the instrument symbol, or 0.

user_defined_instrument: UserDefinedInstrument

Indicates if the instrument is user defined: Yes or No.

contract_multiplier_unit: i8

The type of contract_multiplier. Either 1 for hours, or 2 for days.

flow_schedule_type: i8

The schedule for delivering electricity.

tick_rule: u8

The tick rule of the spread.

Implementations

impl InstrumentDefMsg

pub fn ts_recv(&self) -> Option<OffsetDateTime>

Parses the capture-server-received timestamp into a datetime. Returns None if ts_recv contains the sentinel for a null timestamp.

pub fn min_price_increment_f64(&self) -> f64

Converts the minimum constant tick to a floating point.

UNDEF_PRICE will be converted to NaN.

This may introduce floating-point error.

pub fn display_factor_f64(&self) -> f64

Converts the display factor to a floating point.

UNDEF_PRICE will be converted to NaN.

This may introduce floating-point error.

pub fn expiration(&self) -> Option<OffsetDateTime>

Parses the last eligible trade time into a datetime. Returns None if expiration contains the sentinel for a null timestamp.

pub fn activation(&self) -> Option<OffsetDateTime>

Parses the time of instrument activation into a datetime. Returns None if activation contains the sentinel for a null timestamp.

pub fn high_limit_price_f64(&self) -> f64

Converts the high limit price to a floating point.

UNDEF_PRICE will be converted to NaN.

This may introduce floating-point error.

pub fn low_limit_price_f64(&self) -> f64

Converts the low limit price to a floating point.

UNDEF_PRICE will be converted to NaN.

This may introduce floating-point error.

pub fn max_price_variation_f64(&self) -> f64

Converts the differential value for price banding to a floating point.

UNDEF_PRICE will be converted to NaN.

This may introduce floating-point error.

pub fn trading_reference_price_f64(&self) -> f64

Converts the trading session settlement price to a floating point.

UNDEF_PRICE will be converted to NaN.

This may introduce floating-point error.

pub fn unit_of_measure_qty_f64(&self) -> f64

Converts the contract size for each instrument to a floating point.

UNDEF_PRICE will be converted to NaN.

This may introduce floating-point error.

pub fn min_price_increment_amount_f64(&self) -> f64

Converts the min price increment amount to a floating point.

UNDEF_PRICE will be converted to NaN.

This may introduce floating-point error.

pub fn price_ratio_f64(&self) -> f64

Converts the price ratio to a floating point.

UNDEF_PRICE will be converted to NaN.

This may introduce floating-point error.

pub fn currency(&self) -> Result<&str>

Parses the currency into a &str.

Errors

This function returns an error if currency contains invalid UTF-8.

pub fn settl_currency(&self) -> Result<&str>

Parses the currency used for settlement into a &str.

Errors

This function returns an error if settl_currency contains invalid UTF-8.

pub fn secsubtype(&self) -> Result<&str>

Parses the strategy type of the spread into a &str.

Errors

This function returns an error if secsubtype contains invalid UTF-8.

pub fn raw_symbol(&self) -> Result<&str>

Parses the raw symbol into a &str.

Errors

This function returns an error if raw_symbol contains invalid UTF-8.

pub fn group(&self) -> Result<&str>

Parses the security group code into a &str.

Errors

This function returns an error if group contains invalid UTF-8.

pub fn exchange(&self) -> Result<&str>

Parses the exchange into a &str.

Errors

This function returns an error if exchange contains invalid UTF-8.

pub fn asset(&self) -> Result<&str>

Parses the asset into a &str.

Errors

This function returns an error if asset contains invalid UTF-8.

pub fn cfi(&self) -> Result<&str>

Parses the CFI code into a &str.

Errors

This function returns an error if cfi contains invalid UTF-8.

pub fn security_type(&self) -> Result<&str>

Parses the security type into a &str.

Errors

This function returns an error if security_type contains invalid UTF-8.

pub fn unit_of_measure(&self) -> Result<&str>

Parses the unit of measure into a &str.

Errors

This function returns an error if unit_of_measure contains invalid UTF-8.

pub fn underlying(&self) -> Result<&str>

Parses the underlying into a &str.

Errors

This function returns an error if underlying contains invalid UTF-8.

pub fn strike_price_currency(&self) -> Result<&str>

Parses the strike price currency into a &str.

Errors

This function returns an error if strike_price_currency contains invalid UTF-8.

pub fn instrument_class(&self) -> Result<InstrumentClass>

Parses the instrument class into an enum.

Errors

This function returns an error if the instrument_class field does not contain a valid InstrumentClass.

pub fn strike_price_f64(&self) -> f64

Converts the strike price to a floating point.

UNDEF_PRICE will be converted to NaN.

This may introduce floating-point error.

pub fn match_algorithm(&self) -> Result<MatchAlgorithm>

Parses the match algorithm into an enum.

Errors

This function returns an error if the match_algorithm field does not contain a valid MatchAlgorithm.

Trait Implementations

impl AsRef<[u8]> for InstrumentDefMsgV1

fn as_ref(&self) -> &[u8]

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

impl Clone for InstrumentDefMsgV1

fn clone(&self) -> InstrumentDefMsgV1

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for InstrumentDefMsgV1

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

Formats the value using the given formatter.

impl Default for InstrumentDefMsg

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for InstrumentDefMsgV1

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl From<&InstrumentDefMsgV1> for InstrumentDefMsg

fn from(old: &InstrumentDefMsg) -> Self

Converts to this type from the input type.

impl From<&InstrumentDefMsgV1> for InstrumentDefMsg

fn from(old: &InstrumentDefMsg) -> Self

Converts to this type from the input type.

impl HasRType for InstrumentDefMsgV1

fn has_rtype(rtype: u8) -> bool

Returns true if rtype matches the value associated with the implementing type.

impl Hash for InstrumentDefMsgV1

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 InstrumentDefRec for InstrumentDefMsg

fn raw_symbol(&self) -> Result<&str>

Returns the instrument raw symbol assigned by the publisher as a &str.

fn asset(&self) -> Result<&str>

Returns the underlying asset code (product code) of the instrument as a &str.

fn security_type(&self) -> Result<&str>

Returns the Security type of the instrument, e.g. FUT for future or future spread as a &str.

fn security_update_action(&self) -> Result<SecurityUpdateAction>

Returns the action indicating whether the instrument definition has been added, modified, or deleted.

fn channel_id(&self) -> u16

The channel ID assigned by Databento as an incrementing integer starting at zero.

impl<'py> IntoPyObject<'py> for InstrumentDefMsgV1

type Target = InstrumentDefMsgV1

The Python output type

type Output = Bound<'py, <InstrumentDefMsgV1 as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PartialEq for InstrumentDefMsgV1

fn eq(&self, other: &InstrumentDefMsgV1) -> 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 PartialOrd for InstrumentDefMsgV1

fn partial_cmp(&self, other: &Self) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

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

Tests less than (for self and other) and is used by the < operator.

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

Tests less than or equal to (for self and other) and is used by the <= operator.

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

Tests greater than (for self and other) and is used by the > operator.

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

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl PyClass for InstrumentDefMsgV1

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for InstrumentDefMsgV1

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)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// A definition of an instrument in DBN version 1. The record of the /// [`Definition`](crate::Schema::Definition) schema.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<InstrumentDefMsgV1>

This handles following two situations:

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

Immutable or mutable

type Dict = PyClassDictSlot

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

type WeakRef = PyClassDummySlot

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

type BaseNativeType = PyAny

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

fn items_iter() -> PyClassItemsIter

fn dict_offset() -> Option<Py_ssize_t>

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

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature for InstrumentDefMsg

Available on crate feature python only.

const TEXT_SIGNATURE: &'static str = "(publisher_id, instrument_id, ts_event, ts_recv, min_price_increment, display_factor, expiration, activation, high_limit_price, low_limit_price, max_price_variation, trading_reference_price, unit_of_measure_qty, min_price_increment_amount, price_ratio, inst_attrib_value, underlying_id, raw_instrument_id, market_depth_implied, market_depth, market_segment_id, max_trade_vol, min_lot_size, min_lot_size_block, min_lot_size_round_lot, min_trade_vol, contract_multiplier, decay_quantity, original_contract_size, trading_reference_date, appl_id, maturity_year, decay_start_date, channel_id, currency, settl_currency, secsubtype, raw_symbol, group, exchange, asset, cfi, security_type, unit_of_measure, underlying, strike_price_currency, instrument_class, strike_price, match_algorithm, md_security_trading_status, main_fraction, price_display_format, settl_price_type, sub_fraction, underlying_product, security_update_action, maturity_month, maturity_day, maturity_week, user_defined_instrument, contract_multiplier_unit, flow_schedule_type, tick_rule)"

impl PyMethods<InstrumentDefMsgV1> for PyClassImplCollector<InstrumentDefMsg>

Available on crate feature python only.

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for InstrumentDefMsgV1

const NAME: &'static str = "InstrumentDefMsgV1"

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

Returns the safe abstraction over the type object.

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

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

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

Checks if object is an instance of this type.

impl Record for InstrumentDefMsgV1

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 InstrumentDefMsgV1

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

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

impl Serialize for InstrumentDefMsgV1

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl WritePyRepr for InstrumentDefMsgV1

Available on crate feature python only.

fn write_py_repr(&self, s: &mut String) -> Result

Writes a Python-style string representation to s.

const SHOULD_FLATTEN: bool = false

Whether this type’s fields should be flattened into the parent repr.

impl Copy for InstrumentDefMsgV1

impl DerefToPyAny for InstrumentDefMsgV1

impl Eq for InstrumentDefMsgV1

impl ExtractPyClassWithClone for InstrumentDefMsgV1

impl StructuralPartialEq for InstrumentDefMsgV1