#[repr(u8)]pub enum RType {
Show 17 variants
Mbp0,
Mbp1,
Mbp10,
OhlcvDeprecated,
Ohlcv1S,
Ohlcv1M,
Ohlcv1H,
Ohlcv1D,
OhlcvEod,
Status,
InstrumentDef,
Imbalance,
Error,
SymbolMapping,
System,
Statistics,
Mbo,
}Expand description
A type of record, i.e. a struct implementing HasRType.
Variants§
Mbp0
Denotes a market-by-price record with a book depth of 0 (used for the
Trades schema).
Mbp1
Denotes a market-by-price record with a book depth of 1 (also used for the
Tbbo schema).
Mbp10
Denotes a market-by-price record with a book depth of 10.
OhlcvDeprecated
Denotes an open, high, low, close, and volume record at an unspecified cadence.
Ohlcv1S
Denotes an open, high, low, close, and volume record at a 1-second cadence.
Ohlcv1M
Denotes an open, high, low, close, and volume record at a 1-minute cadence.
Ohlcv1H
Denotes an open, high, low, close, and volume record at an hourly cadence.
Ohlcv1D
Denotes an open, high, low, close, and volume record at a daily cadence based on the UTC date.
OhlcvEod
Denotes an open, high, low, close, and volume record at a daily cadence based on the end of the trading session.
Status
Denotes an exchange status record.
InstrumentDef
Denotes an instrument definition record.
Imbalance
Denotes an order imbalance record.
Error
Denotes an error from gateway.
SymbolMapping
Denotes a symbol mapping record.
System
Denotes a non-error message from the gateway. Also used for heartbeats.
Statistics
Denotes a statistics record from the publisher (not calculated by Databento).
Mbo
Denotes a market by order record.