Crate tdbe 

tdbe – ThetaData Binary Encoding

Pure data-format crate for ThetaData market data. Zero networking dependencies.

Contains:

• Tick types – EodTick, TradeTick, QuoteTick, OhlcTick, etc.
• Price – fixed-point price encoding used by ThetaData
• Enums – SecType, DataType, StreamMsgType, etc.
• FIT/FIE codecs – 4-bit nibble encoding for FPSS tick compression
• Greeks – Black-Scholes option pricing (23 Greeks + IV solver)
• Error – encoding-layer error types
• Flags – bit flags and condition codes for market data records

For network access, use the thetadatadx crate which depends on tdbe.

Re-exports

pub use error::Error;

pub use types::enums::DataType;

pub use types::enums::Interval;

pub use types::enums::RateType;

pub use types::enums::RequestType;

pub use types::enums::Right;

pub use types::enums::SecType;

pub use types::enums::Venue;

pub use types::enums::Version;

pub use types::price::Price;

pub use types::tick::*;

Modules

codec

FIT/FIE codec for ThetaData’s FPSS streaming protocol.

conditions

Trade and quote condition lookup tables for ThetaData market data.

error

Encoding-layer errors for ThetaData Binary Encoding, plus the ThetaData HTTP error-code lookup table consumed by the networking crate when folding tonic::Status into a thetadatadx::Error.

exchange

Exchange code lookup tables for ThetaData market data.

flags

Bit flags and condition codes for market data records.

greeks

Black-Scholes Greeks calculator, ported from ThetaData’s Java implementation.

latency

Wire-to-application latency computation for FPSS events.

right

Canonical parser for the option right parameter.

sequences

Trade sequence number handling for ThetaData FPSS streams.

types