Enum Schema 

#[repr(u16)]
pub enum Schema {
    Mbo = 0,
    Mbp1 = 1,
    Mbp10 = 2,
    Tbbo = 3,
    Trades = 4,
    Ohlcv1S = 5,
    Ohlcv1M = 6,
    Ohlcv1H = 7,
    Ohlcv1D = 8,
    Definition = 9,
    Statistics = 10,
    Status = 11,
    Imbalance = 12,
    OhlcvEod = 13,
    Cmbp1 = 14,
    Cbbo1S = 15,
    Cbbo1M = 16,
    Tcbbo = 17,
    Bbo1S = 18,
    Bbo1M = 19,
}

A data record schema.

Each schema has a particular record type associated with it.

See List of supported market data schemas for an overview of the differences and use cases of each schema.

Variants

Mbo = 0

Market by order.

Mbp1 = 1

Market by price with a book depth of 1.

Mbp10 = 2

Market by price with a book depth of 10.

Tbbo = 3

All trade events with the best bid and offer (BBO) immediately before the effect of the trade.

Trades = 4

All trade events.

Ohlcv1S = 5

Open, high, low, close, and volume at a one-second interval.

Ohlcv1M = 6

Open, high, low, close, and volume at a one-minute interval.

Ohlcv1H = 7

Open, high, low, close, and volume at an hourly interval.

Ohlcv1D = 8

Open, high, low, close, and volume at a daily interval based on the UTC date.

Definition = 9

Instrument definitions.

Statistics = 10

Additional data disseminated by publishers.

Status = 11

Trading status events.

Imbalance = 12

Auction imbalance events.

OhlcvEod = 13

Open, high, low, close, and volume at a daily cadence based on the end of the trading session.

Cmbp1 = 14

Consolidated best bid and offer.

Cbbo1S = 15

Consolidated best bid and offer subsampled at one-second intervals, in addition to trades.

Cbbo1M = 16

Consolidated best bid and offer subsampled at one-minute intervals, in addition to trades.

Tcbbo = 17

All trade events with the consolidated best bid and offer (CBBO) immediately before the effect of the trade.

Bbo1S = 18

Best bid and offer subsampled at one-second intervals, in addition to trades.

Bbo1M = 19

Best bid and offer subsampled at one-minute intervals, in addition to trades.

Implementations

impl Schema

pub fn interval(self) -> Option<Duration>

Returns the interval associated with the Schema if it’s a subsampled schema, otherwise None.

impl Schema

pub const COUNT: usize = 20usize

The number of Schema variants.

pub const fn as_str(&self) -> &'static str

Converts the Schema to its str representation.

Trait Implementations

impl AsRef<str> for Schema

fn as_ref(&self) -> &str

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

impl Clone for Schema

fn clone(&self) -> Schema

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Schema

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Schema

Available on crate feature serde only.

fn deserialize<D: Deserializer<'de>>(deserializer: D) -> Result<Self, D::Error>

Deserialize this value from the given Serde deserializer.

impl Display for Schema

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

Formats the value using the given formatter.

impl From<Schema> for RType

Get the corresponding rtype for the given schema.

fn from(schema: Schema) -> Self

Converts to this type from the input type.

impl From<Schema> for u16

fn from(enum_value: Schema) -> Self

Converts to this type from the input type.

impl FromStr for Schema

type Err = Error

The associated error which can be returned from parsing.

fn from_str(s: &str) -> Result<Self, Self::Err>

Parses a string s to return a value of this type.

impl Hash for Schema

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 IntoEnumIterator for Schema

type Iterator = SchemaIter

fn iter() -> SchemaIter

impl<'py> IntoPyObject<'py> for Schema

type Target = Schema

The Python output type

type Output = Bound<'py, <Schema 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 Ord for Schema

fn cmp(&self, other: &Schema) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

impl PartialEq for Schema

fn eq(&self, other: &Schema) -> 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 Schema

fn partial_cmp(&self, other: &Schema) -> 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 Schema

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for Schema

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 data record schema. /// /// Each schema has a particular [record](crate::record) type associated with it. /// /// See [List of supported market data schemas](https://databento.com/docs/schemas-and-data-formats/whats-a-schema) /// for an overview of the differences and use cases of each 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<Schema>

This handles following two situations:

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

Immutable or mutable

type Dict = PyClassDummySlot

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

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature for Schema

Available on crate feature python only.

const TEXT_SIGNATURE: &'static str = "(value)"

impl PyClass__eq__SlotFragment<Schema> for PyClassImplCollector<Schema>

Available on crate feature python only.

unsafe fn __eq__( self, py: Python<'_>, _raw_slf: *mut PyObject, arg0: *mut PyObject, ) -> PyResult<*mut PyObject>

Safety: _slf and _other must be valid non-null Python objects

impl<'a, 'holder, 'py> PyFunctionArgument<'a, 'holder, 'py, false> for &'holder Schema

type Holder = Option<PyClassGuard<'a, Schema>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'holder mut Self::Holder, ) -> PyResult<Self>

impl<'a, 'holder, 'py> PyFunctionArgument<'a, 'holder, 'py, false> for &'holder mut Schema

type Holder = Option<PyClassGuardMut<'a, Schema>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'holder mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<Schema> for PyClassImplCollector<Schema>

Available on crate feature python only.

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for Schema

const NAME: &'static str = "Schema"

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 Serialize for Schema

Available on crate feature serde only.

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>

where S: Serializer,

Serialize this value into the given Serde serializer.

impl TryFrom<u16> for Schema

type Error = TryFromPrimitiveError<Schema>

The type returned in the event of a conversion error.

fn try_from(number: u16) -> Result<Self, TryFromPrimitiveError<Self>>

Performs the conversion.

impl TryFromPrimitive for Schema

const NAME: &'static str = "Schema"

type Primitive = u16

type Error = TryFromPrimitiveError<Schema>

fn try_from_primitive( number: Self::Primitive, ) -> Result<Self, TryFromPrimitiveError<Self>>

impl Copy for Schema

impl Eq for Schema

impl StructuralPartialEq for Schema