Expand description
§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 (22 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::SecType;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.
- errors
- ThetaData HTTP/gRPC error code mapping.
- 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.
- sequences
- Trade sequence number handling for ThetaData FPSS streams.
- types