dbn

package module

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Versions in this module

v0

v0.9.7

Jul 3, 2026

v0.9.6

Jun 26, 2026

Changes in this version

type ErrorCode

+ func (e ErrorCode) IsFatal() bool

v0.9.5

May 22, 2026

v0.9.4

May 15, 2026

Changes in this version

+ const SystemMsgV1_MsgSize

+ const SystemMsgV1_Size

type DbnScanner

+ func (s *DbnScanner) DecodeSystemMsg() (*SystemMsg, error)

type SystemMsg

+ func DecodeSystemMsg(metadata *Metadata, body []byte) (*SystemMsg, error)

+ type SystemMsgV1 struct

+ Header RHeader

+ Msg [SystemMsgV1_MsgSize]byte

+ func (*SystemMsgV1) RSize() uint16

+ func (*SystemMsgV1) RType() RType

+ func (r *SystemMsgV1) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *SystemMsgV1) Fill_Raw(b []byte) error

+ func (r *SystemMsgV1) IsHeartbeat() bool

v0.9.3

Apr 20, 2026

v0.9.2

Apr 13, 2026

Changes in this version

+ const InstrumentDefMsgV1_Size

+ type InstrumentDefMsgV1 struct

+ Activation uint64

+ ApplID int16

+ Asset [MetadataV1_AssetCStrLen]byte

+ Cfi [7]byte

+ ChannelID uint16

+ ContractMultiplier int32

+ ContractMultiplierUnit int8

+ Currency [4]byte

+ DecayQuantity int32

+ DecayStartDate uint16

+ DisplayFactor int64

+ Exchange [5]byte

+ Expiration uint64

+ FlowScheduleType int8

+ Group [21]byte

+ Header RHeader

+ HighLimitPrice int64

+ InstAttribValue int32

+ InstrumentClass byte

+ LowLimitPrice int64

+ MainFraction uint8

+ MarketDepth int32

+ MarketDepthImplied int32

+ MarketSegmentID uint32

+ MatchAlgorithm byte

+ MaturityDay uint8

+ MaturityMonth uint8

+ MaturityWeek uint8

+ MaturityYear uint16

+ MaxPriceVariation int64

+ MaxTradeVol uint32

+ MdSecurityTradingStatus uint8

+ MinLotSize int32

+ MinLotSizeBlock int32

+ MinLotSizeRoundLot int32

+ MinPriceIncrement int64

+ MinPriceIncrementAmount int64

+ MinTradeVol uint32

+ OriginalContractSize int32

+ PriceDisplayFormat uint8

+ PriceRatio int64

+ RawInstrumentID uint32

+ RawSymbol [MetadataV1_SymbolCstrLen]byte

+ Secsubtype [6]byte

+ SecurityType [7]byte

+ SecurityUpdateAction byte

+ SettlCurrency [4]byte

+ SettlPrice_type uint8

+ StrikePrice int64

+ StrikePriceCurrency [4]byte

+ SubFraction uint8

+ TickRule uint8

+ TradingReferenceDate uint16

+ TradingReferencePrice int64

+ TsRecv uint64

+ Underlying [21]byte

+ UnderlyingID uint32

+ UnderlyingProduct uint8

+ UnitOfMeasure [31]byte

+ UnitOfMeasureQty int64

+ UserDefinedInstrument UserDefinedInstrument

+ func (*InstrumentDefMsgV1) RSize() uint16

+ func (*InstrumentDefMsgV1) RType() RType

+ func (r *InstrumentDefMsgV1) Fill_Raw(b []byte) error

v0.9.1

Apr 10, 2026

v0.9.0

Apr 10, 2026

Changes in this version

+ const ErrorMsgV1_ErrSize

+ const ErrorMsgV1_Size

+ const ErrorMsgV2_ErrSize

+ const ErrorMsgV2_Size

+ const HeaderVersion3

+ const InstrumentDefMsgV2_Size

+ const InstrumentDefMsgV3_Size

+ const MetadataHeaderV3_Size

+ const MetadataHeaderV3_SizeFuzz

+ const MetadataV1_AssetCStrLen

+ const MetadataV2_AssetCStrLen

+ const MetadataV3_AssetCStrLen

+ const MetadataV3_ReservedLen

+ const MetadataV3_SymbolCstrLen

+ const RFlag_PUBLISHER_SPECIFIC

+ const StatMsgV2_Size

+ const StatMsgV2_UNDEF_STAT_QUANTITY

+ const StatMsgV3_Size

+ const StatMsgV3_UNDEF_STAT_QUANTITY

+ const SymbolMappingMsgV1_Size

+ const SymbolMappingMsgV2_Size

+ func SymbolMappingMsgFillRaw(r *SymbolMappingMsgV2, b []byte, cstrLength uint16) error

type DbnScanner

+ func (s *DbnScanner) DecodeErrorMsg() (*ErrorMsgV2, error)

+ func (s *DbnScanner) DecodeInstrumentDefMsg() (*InstrumentDefMsgV3, error)

+ func (s *DbnScanner) DecodeStatMsg() (*StatMsgV3, error)

type ErrorCode

+ const ErrorCode_SkippedRecordsAfterSlowReading

+ type ErrorMsgV1 struct

+ Error [ErrorMsgV1_ErrSize]byte

+ Header RHeader

+ func (*ErrorMsgV1) RSize() uint16

+ func (*ErrorMsgV1) RType() RType

+ func (r *ErrorMsgV1) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *ErrorMsgV1) Fill_Raw(b []byte) error

+ type ErrorMsgV2 struct

+ Code ErrorCode

+ Error [ErrorMsgV2_ErrSize]byte

+ Header RHeader

+ IsLast uint8

+ func DecodeErrorMsg(metadata *Metadata, body []byte) (*ErrorMsgV2, error)

+ func (*ErrorMsgV2) RSize() uint16

+ func (*ErrorMsgV2) RType() RType

+ func (r *ErrorMsgV2) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *ErrorMsgV2) Fill_Raw(b []byte) error

+ type InstrumentDefMsgV2 struct

+ Activation uint64

+ ApplID int16

+ Asset [MetadataV2_AssetCStrLen]byte

+ Cfi [7]byte

+ ChannelID uint16

+ ContractMultiplier int32

+ ContractMultiplierUnit int8

+ Currency [4]byte

+ DecayQuantity int32

+ DecayStartDate uint16

+ DisplayFactor int64

+ Exchange [5]byte

+ Expiration uint64

+ FlowScheduleType int8

+ Group [21]byte

+ Header RHeader

+ HighLimitPrice int64

+ InstAttribValue int32

+ InstrumentClass byte

+ LowLimitPrice int64

+ MainFraction uint8

+ MarketDepth int32

+ MarketDepthImplied int32

+ MarketSegmentID uint32

+ MatchAlgorithm byte

+ MaturityDay uint8

+ MaturityMonth uint8

+ MaturityWeek uint8

+ MaturityYear uint16

+ MaxPriceVariation int64

+ MaxTradeVol uint32

+ MdSecurityTradingStatus uint8

+ MinLotSize int32

+ MinLotSizeBlock int32

+ MinLotSizeRoundLot int32

+ MinPriceIncrement int64

+ MinPriceIncrementAmount int64

+ MinTradeVol uint32

+ OriginalContractSize int32

+ PriceDisplayFormat uint8

+ PriceRatio int64

+ RawInstrumentID uint32

+ RawSymbol [MetadataV2_SymbolCstrLen]byte

+ Reserved [10]byte

+ Secsubtype [6]byte

+ SecurityType [7]byte

+ SecurityUpdateAction byte

+ SettlCurrency [4]byte

+ SettlPrice_type uint8

+ StrikePrice int64

+ StrikePriceCurrency [4]byte

+ SubFraction uint8

+ TickRule uint8

+ TradingReferenceDate uint16

+ TradingReferencePrice int64

+ TsRecv uint64

+ Underlying [21]byte

+ UnderlyingID uint32

+ UnderlyingProduct uint8

+ UnitOfMeasure [31]byte

+ UnitOfMeasureQty int64

+ UserDefinedInstrument UserDefinedInstrument

+ func (*InstrumentDefMsgV2) RSize() uint16

+ func (*InstrumentDefMsgV2) RType() RType

+ func (r *InstrumentDefMsgV2) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *InstrumentDefMsgV2) Fill_Raw(b []byte) error

+ type InstrumentDefMsgV3 struct

+ Activation uint64

+ ApplID int16

+ Asset [MetadataV3_AssetCStrLen]byte

+ Cfi [7]byte

+ ChannelID uint16

+ ContractMultiplier int32

+ ContractMultiplierUnit int8

+ Currency [4]byte

+ DecayQuantity int32

+ DecayStartDate uint16

+ DisplayFactor int64

+ Exchange [5]byte

+ Expiration uint64

+ FlowScheduleType int8

+ Group [21]byte

+ Header RHeader

+ HighLimitPrice int64

+ InstAttribValue int32

+ InstrumentClass byte

+ LegCount uint16

+ LegDelta int64

+ LegIndex uint16

+ LegInstrumentClass byte

+ LegInstrumentID uint32

+ LegPrice int64

+ LegRatioPriceDenominator int32

+ LegRatioPriceNumerator int32

+ LegRatioQtyDenominator int32

+ LegRatioQtyNumerator int32

+ LegRawSymbol [MetadataV3_SymbolCstrLen]byte

+ LegSide byte

+ LegUnderlyingID uint32

+ LowLimitPrice int64

+ MainFraction uint8

+ MarketDepth int32

+ MarketDepthImplied int32

+ MarketSegmentID uint32

+ MatchAlgorithm byte

+ MaturityDay uint8

+ MaturityMonth uint8

+ MaturityWeek uint8

+ MaturityYear uint16

+ MaxPriceVariation int64

+ MaxTradeVol uint32

+ MinLotSize int32

+ MinLotSizeBlock int32

+ MinLotSizeRoundLot int32

+ MinPriceIncrement int64

+ MinPriceIncrementAmount int64

+ MinTradeVol uint32

+ OriginalContractSize int32

+ PriceDisplayFormat uint8

+ PriceRatio int64

+ RawInstrumentID uint64

+ RawSymbol [MetadataV3_SymbolCstrLen]byte

+ Reserved [17]byte

+ Secsubtype [6]byte

+ SecurityType [7]byte

+ SecurityUpdateAction byte

+ SettlCurrency [4]byte

+ StrikePrice int64

+ StrikePriceCurrency [4]byte

+ SubFraction uint8

+ TickRule uint8

+ TsRecv uint64

+ Underlying [21]byte

+ UnderlyingID uint32

+ UnderlyingProduct uint8

+ UnitOfMeasure [31]byte

+ UnitOfMeasureQty int64

+ UserDefinedInstrument UserDefinedInstrument

+ func DecodeInstrumentDefMsg(metadata *Metadata, body []byte, size int) (*InstrumentDefMsgV3, error)

+ func (*InstrumentDefMsgV3) RSize() uint16

+ func (*InstrumentDefMsgV3) RType() RType

+ func (r *InstrumentDefMsgV3) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *InstrumentDefMsgV3) Fill_Raw(b []byte) error

type MatchAlgorithm

+ const MatchAlgorithm_Undefined

+ type MetadataHeaderV3 = MetadataHeaderV2

+ type SlowReaderBehavior string

+ const SlowReaderBehavior_Skip

+ const SlowReaderBehavior_Warn

+ func SlowReaderBehaviorFromString(str string) (SlowReaderBehavior, error)

+ func (*SlowReaderBehavior) Type() string

+ func (s *SlowReaderBehavior) Set(value string) error

+ func (s *SlowReaderBehavior) UnmarshalJSON(data []byte) error

+ func (s SlowReaderBehavior) MarshalJSON() ([]byte, error)

+ func (s SlowReaderBehavior) String() string

+ type StatMsgV2 struct

+ ChannelID uint16

+ Header RHeader

+ Price int64

+ Quantity int32

+ Reserved [6]uint8

+ Sequence uint32

+ StatFlags uint8

+ StatType uint16

+ TsInDelta int32

+ TsRecv uint64

+ TsRef uint64

+ UpdateAction uint8

+ func (*StatMsgV2) RSize() uint16

+ func (*StatMsgV2) RType() RType

+ func (r *StatMsgV2) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *StatMsgV2) Fill_Raw(b []byte) error

+ type StatMsgV3 struct

+ ChannelID uint16

+ Header RHeader

+ Price int64

+ Quantity int64

+ Reserved [18]uint8

+ Sequence uint32

+ StatFlags uint8

+ StatType uint16

+ TsInDelta int32

+ TsRecv uint64

+ TsRef uint64

+ UpdateAction uint8

+ func DecodeStatMsg(metadata *Metadata, body []byte) (*StatMsgV3, error)

+ func (*StatMsgV3) RSize() uint16

+ func (*StatMsgV3) RType() RType

+ func (r *StatMsgV3) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *StatMsgV3) Fill_Raw(b []byte) error

type StatType

+ const StatType_BlockVolume

+ const StatType_LowerPriceLimit

+ const StatType_UpperPriceLimit

+ const StatType_VenueSpecificVolume1

+ type SymbolMappingMsgV1 struct

+ EndTs uint64

+ Header RHeader

+ StartTs uint64

+ StypeIn SType

+ StypeInSymbol string

+ StypeOut SType

+ StypeOutSymbol string

+ func (*SymbolMappingMsgV1) RSize() uint16

+ func (*SymbolMappingMsgV1) RType() RType

+ func (r *SymbolMappingMsgV1) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *SymbolMappingMsgV1) Fill_Raw(b []byte) error

+ type SymbolMappingMsgV2 struct

+ EndTs uint64

+ Header RHeader

+ StartTs uint64

+ StypeIn SType

+ StypeInSymbol string

+ StypeOut SType

+ StypeOutSymbol string

+ func (*SymbolMappingMsgV2) RSize() uint16

+ func (*SymbolMappingMsgV2) RType() RType

+ func (r *SymbolMappingMsgV2) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *SymbolMappingMsgV2) Fill_Raw(b []byte) error

v0.8.11

Mar 20, 2026

v0.8.10

Mar 18, 2026

v0.8.9

Mar 18, 2026

Changes in this version

+ const BboMsg_Size

+ const BidAskPair_Size

+ const Cmbp1Msg_Size

+ const ConsolidatedBidAskPair_Size

+ const DATASET_COUNT

+ const DEFAULT_DECODE_BUFFER_SIZE

+ const DEFAULT_SCRATCH_BUFFER_SIZE

+ const ErrorCode_ApiKeyDeactivated

+ const ErrorCode_AuthFailed

+ const ErrorCode_ConnectionLimitExceeded

+ const ErrorCode_InternalError

+ const ErrorCode_InvalidSubscription

+ const ErrorCode_SymbolResolutionFailed

+ const ErrorCode_Unset

+ const ErrorMsg_ErrSize

+ const ErrorMsg_Size

+ const FIXED_PRICE_SCALE

+ const HeaderVersion1

+ const HeaderVersion2

+ const ImbalanceMsg_Size

+ const InstrumentDefMsg_AssetCstrLen

+ const InstrumentDefMsg_MinSize

+ const InstrumentDefMsg_Size

+ const MboMsg_Size

+ const Mbp0Msg_Size

+ const Mbp10Msg_Size

+ const Mbp1Msg_Size

+ const MetadataHeaderV1_Size

+ const MetadataHeaderV1_SizeFuzz

+ const MetadataHeaderV2_Size

+ const MetadataHeaderV2_SizeFuzz

+ const MetadataV1_ReservedLen

+ const MetadataV1_SymbolCstrLen

+ const MetadataV2_ReservedLen

+ const MetadataV2_SymbolCstrLen

+ const Metadata_DatasetCstrLen

+ const Metadata_PrefixSize

+ const OhlcvMsg_Size

+ const PUBLISHER_COUNT

+ const RFlag_BAD_TS_RECV

+ const RFlag_LAST

+ const RFlag_MAYBE_BAD_BOOK

+ const RFlag_MBP

+ const RFlag_SNAPSHOT

+ const RFlag_TOB

+ const RHeader_Size

+ const StatMsg_Size

+ const StatusMsg_Size

+ const SymbolMappingMsg_MinSize

+ const SystemCodeString_Heartbeat

+ const SystemCode_EndOfInterval

+ const SystemCode_Heartbeat

+ const SystemCode_ReplayCompleted

+ const SystemCode_SlowReaderWarning

+ const SystemCode_SubscriptionAck

+ const SystemCode_Unset

+ const SystemMsg_MsgSize

+ const SystemMsg_Size

+ const TcbboMsg_Size

+ const TradeMsg_Size

+ const UNDEF_TIMESTAMP

+ const VENUE_COUNT

+ var ErrDateOutsideQueryRange = fmt.Errorf("date outside the query range")

+ var ErrHeaderTooLong = fmt.Errorf("header longer than expected")

+ var ErrHeaderTooShort = fmt.Errorf("header shorter than expected")

+ var ErrInvalidDBNFile = fmt.Errorf("invalid DBN file")

+ var ErrInvalidDBNVersion = fmt.Errorf("invalid DBN version")

+ var ErrMalformedRecord = fmt.Errorf("malformed record")

+ var ErrNoMetadata = fmt.Errorf("no metadata")

+ var ErrNoRecord = fmt.Errorf("no record scanned")

+ var ErrUnexpectedCStrLength = fmt.Errorf("unexpected cstr length")

+ var ErrUnknownRType = fmt.Errorf("unknown rtype")

+ var ErrWrongStypesForMapping = fmt.Errorf("wrong stypes for mapping")

+ func DatasetToHostname(dataset string) string

+ func DbnScannerDecode[R Record, RP RecordPtr[R]](s *DbnScanner) (*R, error)

+ func Fixed9ToFloat64(fixed int64) float64

+ func JsonScannerDecode[R Record, RP RecordPtr[R]](s *JsonScanner) (*R, error)

+ func MakeCompressedReader(filename string, useZstd bool) (io.Reader, io.Closer, error)

+ func MakeCompressedWriter(filename string, useZstd bool) (io.Writer, func(), error)

+ func ReadJsonToSlice[R Record, RP RecordPtr[R]](reader io.Reader) ([]R, error)

+ func TimeToYMD(t time.Time) uint32

+ func TimestampToSecNanos(dbnTimestamp uint64) (int64, int64)

+ func TimestampToTime(dbnTimestamp uint64) time.Time

+ func TrimNullBytes(b []byte) string

+ func YMDToTime(yyyymmdd int, loc *time.Location) time.Time

+ type Action uint8

+ const Action_Add

+ const Action_Cancel

+ const Action_Clear

+ const Action_Fill

+ const Action_Modify

+ const Action_None

+ const Action_Trade

+ type BboMsg struct

+ Flags uint8

+ Header RHeader

+ Level BidAskPair

+ Price int64

+ Reserved1 byte

+ Reserved2 byte

+ Reserved3 [4]byte

+ Sequence uint32

+ Side byte

+ Size uint32

+ TsRecv uint64

+ func (*BboMsg) RSize() uint16

+ func (*BboMsg) RType() RType

+ func (r *BboMsg) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *BboMsg) Fill_Raw(b []byte) error

+ type BidAskPair struct

+ AskCt uint32

+ AskPx int64

+ AskSz uint32

+ BidCt uint32

+ BidPx int64

+ BidSz uint32

+ func (p *BidAskPair) Fill_Json(val *fastjson.Value) error

+ func (p *BidAskPair) Fill_Raw(b []byte) error

+ type Cmbp1Msg struct

+ Action byte

+ Flags uint8

+ Header RHeader

+ Level ConsolidatedBidAskPair

+ Price int64

+ Reserved byte

+ Sequence uint32

+ Side byte

+ Size uint32

+ TsInDelta int32

+ TsRecv uint64

+ func (*Cmbp1Msg) RSize() uint16

+ func (*Cmbp1Msg) RType() RType

+ func (r *Cmbp1Msg) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *Cmbp1Msg) Fill_Raw(b []byte) error

+ type Compression uint8

+ const Compress_None

+ const Compress_ZStd

+ func CompressionFromString(str string) (Compression, error)

+ func (*Compression) Type() string

+ func (c *Compression) Set(value string) error

+ func (c *Compression) UnmarshalJSON(data []byte) error

+ func (c Compression) MarshalJSON() ([]byte, error)

+ func (c Compression) String() string

+ type ConsolidatedBidAskPair struct

+ AskPb uint16

+ AskPx int64

+ AskSz uint32

+ BidPb uint16

+ BidPx int64

+ BidSz uint32

+ Reserved1 uint16

+ Reserved2 uint16

+ func (p *ConsolidatedBidAskPair) Fill_Json(val *fastjson.Value) error

+ func (p *ConsolidatedBidAskPair) Fill_Raw(b []byte) error

+ type Dataset uint16

+ const Dataset_ArcxPillar

+ const Dataset_BatsPitch

+ const Dataset_BatyPitch

+ const Dataset_DbeqBasic

+ const Dataset_EdgaPitch

+ const Dataset_EdgxPitch

+ const Dataset_EprlDom

+ const Dataset_EqusAll

+ const Dataset_EqusMini

+ const Dataset_EqusPlus

+ const Dataset_EqusSummary

+ const Dataset_FinnNls

+ const Dataset_FinyTrades

+ const Dataset_GlbxMdp3

+ const Dataset_IexgTops

+ const Dataset_IfeuImpact

+ const Dataset_IfllImpact

+ const Dataset_IfusImpact

+ const Dataset_MemxMemoir

+ const Dataset_NdexImpact

+ const Dataset_OceaMemoir

+ const Dataset_OpraPillar

+ const Dataset_XasePillar

+ const Dataset_XbosItch

+ const Dataset_XcbfPitch

+ const Dataset_XchiPillar

+ const Dataset_XcisBbo

+ const Dataset_XcisPillar

+ const Dataset_XcisTrades

+ const Dataset_XcisTradesbbo

+ const Dataset_XeeeEobi

+ const Dataset_XeurEobi

+ const Dataset_XnasBasic

+ const Dataset_XnasItch

+ const Dataset_XnasNls

+ const Dataset_XnasQbbo

+ const Dataset_XnysBbo

+ const Dataset_XnysPillar

+ const Dataset_XnysTrades

+ const Dataset_XnysTradesbbo

+ const Dataset_XpsxItch

+ func DatasetFromString(str string) (Dataset, error)

+ func (*Dataset) Type() string

+ func (d *Dataset) Set(value string) error

+ func (d *Dataset) UnmarshalJSON(data []byte) error

+ func (d Dataset) MarshalJSON() ([]byte, error)

+ func (d Dataset) Publishers() []Publisher

+ func (d Dataset) String() string

+ type DbnScanner struct

+ func NewDbnScanner(sourceReader io.Reader) *DbnScanner

+ func (s *DbnScanner) DecodeSymbolMappingMsg() (*SymbolMappingMsg, error)

+ func (s *DbnScanner) Error() error

+ func (s *DbnScanner) GetLastHeader() (RHeader, error)

+ func (s *DbnScanner) GetLastRecord() []byte

+ func (s *DbnScanner) GetLastSize() int

+ func (s *DbnScanner) Metadata() (*Metadata, error)

+ func (s *DbnScanner) Next() bool

+ func (s *DbnScanner) Visit(visitor Visitor) error

+ type Encoding uint8

+ const Encoding_Csv

+ const Encoding_Dbn

+ const Encoding_Json

+ func EncodingFromString(str string) (Encoding, error)

+ func (*Encoding) Type() string

+ func (e *Encoding) Set(value string) error

+ func (e *Encoding) UnmarshalJSON(data []byte) error

+ func (e Encoding) MarshalJSON() ([]byte, error)

+ func (e Encoding) String() string

+ type ErrorCode uint8

+ func ErrorCodeFromString(str string) (ErrorCode, error)

+ func (e *ErrorCode) UnmarshalJSON(data []byte) error

+ func (e ErrorCode) MarshalJSON() ([]byte, error)

+ func (e ErrorCode) String() string

+ type ErrorMsg struct

+ Code ErrorCode

+ Error [ErrorMsg_ErrSize]byte

+ Header RHeader

+ IsLast uint8

+ func (*ErrorMsg) RSize() uint16

+ func (*ErrorMsg) RType() RType

+ func (r *ErrorMsg) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *ErrorMsg) Fill_Raw(b []byte) error

+ type ImbalanceMsg struct

+ AuctInterestClrPrice int64

+ AuctionStatus uint8

+ AuctionTime uint64

+ AuctionType uint8

+ ContBookClrPrice int64

+ FreezeStatus uint8

+ Header RHeader

+ IndMatchPrice int64

+ LowerCollar int64

+ MarketImbalanceQty uint32

+ NumExtensions uint8

+ PairedQty uint32

+ RefPrice int64

+ Reserved uint8

+ Side uint8

+ SignificantImbalance uint8

+ SsrFillingPrice int64

+ TotalImbalanceQty uint32

+ TsRecv uint64

+ UnpairedQty int32

+ UnpairedSide uint8

+ UpperCollar int64

+ func (*ImbalanceMsg) RSize() uint16

+ func (*ImbalanceMsg) RType() RType

+ func (r *ImbalanceMsg) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *ImbalanceMsg) Fill_Raw(b []byte) error

+ type InstrumentClass uint8

+ const InstrumentClass_Bond

+ const InstrumentClass_Call

+ const InstrumentClass_CommoditySpot

+ const InstrumentClass_Future

+ const InstrumentClass_FutureSpread

+ const InstrumentClass_FxSpot

+ const InstrumentClass_MixedSpread

+ const InstrumentClass_OptionSpread

+ const InstrumentClass_Put

+ const InstrumentClass_Stock

+ func (i InstrumentClass) IsFuture() bool

+ func (i InstrumentClass) IsOption() bool

+ func (i InstrumentClass) IsSpread() bool

+ type InstrumentDefMsg struct

+ Activation uint64

+ ApplID int16

+ Asset [InstrumentDefMsg_AssetCstrLen]byte

+ Cfi [7]byte

+ ChannelID uint16

+ ContractMultiplier int32

+ ContractMultiplierUnit int8

+ Currency [4]byte

+ DecayQuantity int32

+ DecayStartDate uint16

+ DisplayFactor int64

+ Exchange [5]byte

+ Expiration uint64

+ FlowScheduleType int8

+ Group [21]byte

+ Header RHeader

+ HighLimitPrice int64

+ InstAttribValue int32

+ InstrumentClass byte

+ LegCount uint16

+ LegDelta int64

+ LegIndex uint16

+ LegInstrumentClass byte

+ LegInstrumentID uint32

+ LegPrice int64

+ LegRatioPriceDenominator int32

+ LegRatioPriceNumerator int32

+ LegRatioQtyDenominator int32

+ LegRatioQtyNumerator int32

+ LegRawSymbol [MetadataV2_SymbolCstrLen]byte

+ LegSide byte

+ LegUnderlyingID uint32

+ LowLimitPrice int64

+ MainFraction uint8

+ MarketDepth int32

+ MarketDepthImplied int32

+ MarketSegmentID uint32

+ MatchAlgorithm byte

+ MaturityDay uint8

+ MaturityMonth uint8

+ MaturityWeek uint8

+ MaturityYear uint16

+ MaxPriceVariation int64

+ MaxTradeVol uint32

+ MdSecurityTradingStatus uint8

+ MinLotSize int32

+ MinLotSizeBlock int32

+ MinLotSizeRoundLot int32

+ MinPriceIncrement int64

+ MinPriceIncrementAmount int64

+ MinTradeVol uint32

+ OriginalContractSize int32

+ PriceDisplayFormat uint8

+ PriceRatio int64

+ RawInstrumentID uint64

+ RawSymbol [MetadataV2_SymbolCstrLen]byte

+ Reserved [17]byte

+ Secsubtype [6]byte

+ SecurityType [7]byte

+ SecurityUpdateAction byte

+ SettlCurrency [4]byte

+ SettlPrice_type uint8

+ StrikePrice int64

+ StrikePriceCurrency [4]byte

+ SubFraction uint8

+ TickRule uint8

+ TradingReferenceDate uint16

+ TradingReferencePrice int64

+ TsRecv uint64

+ Underlying [21]byte

+ UnderlyingID uint32

+ UnderlyingProduct uint8

+ UnitOfMeasure [31]byte

+ UnitOfMeasureQty int64

+ UserDefinedInstrument byte

+ func (*InstrumentDefMsg) RSize() uint16

+ func (*InstrumentDefMsg) RType() RType

+ func (r *InstrumentDefMsg) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *InstrumentDefMsg) Fill_Raw(b []byte) error

+ func (r *InstrumentDefMsg) Fill_RawWithLen(b []byte, symbolLen uint16) error

+ type JsonScanner struct

+ func NewJsonScanner(r io.Reader) *JsonScanner

+ func (s *JsonScanner) Error() error

+ func (s *JsonScanner) GetLastRecord() []byte

+ func (s *JsonScanner) GetLastSize() int

+ func (s *JsonScanner) Next() bool

+ func (s *JsonScanner) Visit(visitor Visitor) error

+ type MappingInterval struct

+ EndDate uint32

+ StartDate uint32

+ Symbol string

+ type MatchAlgorithm uint8

+ const MatchAlgorithm_Configurable

+ const MatchAlgorithm_EurodollarFutures

+ const MatchAlgorithm_Fifo

+ const MatchAlgorithm_FifoLmm

+ const MatchAlgorithm_FifoTopLmm

+ const MatchAlgorithm_InstitutionalPrioritization

+ const MatchAlgorithm_ProRata

+ const MatchAlgorithm_ThresholdProRata

+ const MatchAlgorithm_ThresholdProRataLmm

+ const MatchAlgorithm_TimeProRata

+ type MboMsg struct

+ Action byte

+ ChannelID uint8

+ Flags uint8

+ Header RHeader

+ OrderID uint64

+ Price int64

+ Sequence uint32

+ Side byte

+ Size uint32

+ TsInDelta int32

+ TsRecv uint64

+ func (*MboMsg) RSize() uint16

+ func (*MboMsg) RType() RType

+ func (r *MboMsg) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *MboMsg) Fill_Raw(b []byte) error

+ type Mbp0Msg struct

+ Action uint8

+ Depth uint8

+ Flags uint8

+ Header RHeader

+ Price int64

+ Sequence uint32

+ Side uint8

+ Size uint32

+ TsInDelta int32

+ TsRecv uint64

+ func (*Mbp0Msg) RSize() uint16

+ func (*Mbp0Msg) RType() RType

+ func (r *Mbp0Msg) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *Mbp0Msg) Fill_Raw(b []byte) error

+ type Mbp10Msg struct

+ Action byte

+ Depth uint8

+ Flags uint8

+ Header RHeader

+ Levels [10]BidAskPair

+ Price int64

+ Sequence uint32

+ Side byte

+ Size uint32

+ TsInDelta int32

+ TsRecv uint64

+ func (*Mbp10Msg) RSize() uint16

+ func (*Mbp10Msg) RType() RType

+ func (r *Mbp10Msg) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *Mbp10Msg) Fill_Raw(b []byte) error

+ type Mbp1Msg struct

+ Action byte

+ Depth uint8

+ Flags uint8

+ Header RHeader

+ Level BidAskPair

+ Price int64

+ Sequence uint32

+ Side byte

+ Size uint32

+ TsInDelta int32

+ TsRecv uint64

+ func (*Mbp1Msg) RSize() uint16

+ func (*Mbp1Msg) RType() RType

+ func (r *Mbp1Msg) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *Mbp1Msg) Fill_Raw(b []byte) error

+ type Metadata struct

+ Dataset string

+ End uint64

+ Limit uint64

+ Mappings []SymbolMapping

+ NotFound []string

+ Partial []string

+ Schema Schema

+ SchemaDefinition []byte

+ Start uint64

+ StypeIn SType

+ StypeOut SType

+ SymbolCstrLen uint16

+ Symbols []string

+ TsOut uint8

+ VersionNum uint8

+ func ReadDBNToSlice[R Record, RP RecordPtr[R]](reader io.Reader) ([]R, *Metadata, error)

+ func ReadMetadata(r io.Reader) (*Metadata, error)

+ func (m *Metadata) IsInverseMapping() (bool, error)

+ func (m *Metadata) Write(writer io.Writer) error

+ type MetadataHeaderV1 struct

+ DatasetRaw [Metadata_DatasetCstrLen]byte

+ End uint64

+ Limit uint64

+ Reserved [MetadataV1_ReservedLen]byte

+ ReservedX [8]byte

+ Schema Schema

+ Start uint64

+ StypeIn SType

+ StypeOut SType

+ TsOut uint8

+ func (m1 *MetadataHeaderV1) FillFixed_Raw(b []byte) error

+ type MetadataHeaderV2 struct

+ DatasetRaw [Metadata_DatasetCstrLen]byte

+ End uint64

+ Limit uint64

+ Reserved [MetadataV2_ReservedLen]byte

+ Schema Schema

+ Start uint64

+ StypeIn SType

+ StypeOut SType

+ SymbolCstrLen uint16

+ TsOut uint8

+ func (m2 *MetadataHeaderV2) FillFixed_Raw(b []byte) error

+ type MetadataPrefix struct

+ Length uint32

+ VersionRaw [4]byte

+ type NullVisitor struct

+ func (v *NullVisitor) OnBbo(record *BboMsg) error

+ func (v *NullVisitor) OnCmbp1(record *Cmbp1Msg) error

+ func (v *NullVisitor) OnErrorMsg(record *ErrorMsg) error

+ func (v *NullVisitor) OnImbalance(record *ImbalanceMsg) error

+ func (v *NullVisitor) OnInstrumentDefMsg(record *InstrumentDefMsg) error

+ func (v *NullVisitor) OnMbo(record *MboMsg) error

+ func (v *NullVisitor) OnMbp0(record *Mbp0Msg) error

+ func (v *NullVisitor) OnMbp1(record *Mbp1Msg) error

+ func (v *NullVisitor) OnMbp10(record *Mbp10Msg) error

+ func (v *NullVisitor) OnOhlcv(record *OhlcvMsg) error

+ func (v *NullVisitor) OnStatMsg(record *StatMsg) error

+ func (v *NullVisitor) OnStatusMsg(record *StatusMsg) error

+ func (v *NullVisitor) OnStreamEnd() error

+ func (v *NullVisitor) OnSymbolMappingMsg(record *SymbolMappingMsg) error

+ func (v *NullVisitor) OnSystemMsg(record *SystemMsg) error

+ func (v *NullVisitor) OnTcbbo(record *TcbboMsg) error

+ type OhlcvMsg struct

+ Close int64

+ Header RHeader

+ High int64

+ Low int64

+ Open int64

+ Volume uint64

+ func (*OhlcvMsg) RSize() uint16

+ func (*OhlcvMsg) RType() RType

+ func (r *OhlcvMsg) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *OhlcvMsg) Fill_Raw(b []byte) error

+ type PitSymbolMap struct

+ func NewPitSymbolMap() *PitSymbolMap

+ func (p *PitSymbolMap) FillFromMetadata(metadata *Metadata, timestamp uint64) error

+ func (p *PitSymbolMap) Get(instrumentID uint32) string

+ func (p *PitSymbolMap) IsEmpty() bool

+ func (p *PitSymbolMap) Len() int

+ func (p *PitSymbolMap) OnSymbolMappingMsg(symbolMapping *SymbolMappingMsg) error

+ type Publisher uint16

+ const Publisher_ArcxPillarArcx

+ const Publisher_BatsPitchBats

+ const Publisher_BatyPitchBaty

+ const Publisher_DbeqBasicDbeq

+ const Publisher_DbeqBasicEprl

+ const Publisher_DbeqBasicIexg

+ const Publisher_DbeqBasicXchi

+ const Publisher_DbeqBasicXcis

+ const Publisher_EdgaPitchEdga

+ const Publisher_EdgxPitchEdgx

+ const Publisher_EprlDomEprl

+ const Publisher_EqusAllArcx

+ const Publisher_EqusAllBats

+ const Publisher_EqusAllBaty

+ const Publisher_EqusAllEdga

+ const Publisher_EqusAllEdgx

+ const Publisher_EqusAllEprl

+ const Publisher_EqusAllEqus

+ const Publisher_EqusAllFinc

+ const Publisher_EqusAllFinn

+ const Publisher_EqusAllFiny

+ const Publisher_EqusAllIexg

+ const Publisher_EqusAllLtse

+ const Publisher_EqusAllMemx

+ const Publisher_EqusAllXase

+ const Publisher_EqusAllXbos

+ const Publisher_EqusAllXchi

+ const Publisher_EqusAllXcis

+ const Publisher_EqusAllXnas

+ const Publisher_EqusAllXnys

+ const Publisher_EqusAllXpsx

+ const Publisher_EqusMiniEqus

+ const Publisher_EqusPlusEprl

+ const Publisher_EqusPlusEqus

+ const Publisher_EqusPlusFinc

+ const Publisher_EqusPlusFinn

+ const Publisher_EqusPlusFiny

+ const Publisher_EqusPlusIexg

+ const Publisher_EqusPlusXchi

+ const Publisher_EqusPlusXcis

+ const Publisher_EqusPlusXnas

+ const Publisher_EqusPlusXnys

+ const Publisher_EqusSummaryEqus

+ const Publisher_GlbxMdp3Glbx

+ const Publisher_IexgTopsIexg

+ const Publisher_IfeuImpactIfeu

+ const Publisher_IfeuImpactXoff

+ const Publisher_IfllImpactIfll

+ const Publisher_IfllImpactXoff

+ const Publisher_IfusImpactIfus

+ const Publisher_IfusImpactXoff

+ const Publisher_MemxMemoirMemx

+ const Publisher_NdexImpactNdex

+ const Publisher_NdexImpactXoff

+ const Publisher_OceaMemoirOcea

+ const Publisher_OpraPillarAmxo

+ const Publisher_OpraPillarArco

+ const Publisher_OpraPillarBato

+ const Publisher_OpraPillarC2Ox

+ const Publisher_OpraPillarEdgo

+ const Publisher_OpraPillarEmld

+ const Publisher_OpraPillarGmni

+ const Publisher_OpraPillarMcry

+ const Publisher_OpraPillarMprl

+ const Publisher_OpraPillarMxop

+ const Publisher_OpraPillarOpra

+ const Publisher_OpraPillarSphr

+ const Publisher_OpraPillarXbox

+ const Publisher_OpraPillarXbxo

+ const Publisher_OpraPillarXcbo

+ const Publisher_OpraPillarXisx

+ const Publisher_OpraPillarXmio

+ const Publisher_OpraPillarXndq

+ const Publisher_OpraPillarXphl

+ const Publisher_XasePillarXase

+ const Publisher_XbosItchXbos

+ const Publisher_XcbfPitchXcbf

+ const Publisher_XcbfPitchXoff

+ const Publisher_XchiPillarXchi

+ const Publisher_XcisBboXcis

+ const Publisher_XcisPillarXcis

+ const Publisher_XcisTradesXcis

+ const Publisher_XcisTradesbboXcis

+ const Publisher_XeeeEobiXeee

+ const Publisher_XeeeEobiXoff

+ const Publisher_XeurEobiXeur

+ const Publisher_XeurEobiXoff

+ const Publisher_XnasBasicEqus

+ const Publisher_XnasBasicFinc

+ const Publisher_XnasBasicFinn

+ const Publisher_XnasBasicXbos

+ const Publisher_XnasBasicXnas

+ const Publisher_XnasBasicXpsx

+ const Publisher_XnasItchXnas

+ const Publisher_XnasNlsFinc

+ const Publisher_XnasNlsFinn

+ const Publisher_XnasNlsXbos

+ const Publisher_XnasNlsXnas

+ const Publisher_XnasNlsXpsx

+ const Publisher_XnasQbboXnas

+ const Publisher_XnysBboXnys

+ const Publisher_XnysPillarXnys

+ const Publisher_XnysTradesEqus

+ const Publisher_XnysTradesFiny

+ const Publisher_XnysTradesXnys

+ const Publisher_XnysTradesbboXnys

+ const Publisher_XpsxItchXpsx

+ func PublisherFromDatasetVenue(dataset Dataset, venue Venue) (Publisher, error)

+ func PublisherFromString(str string) (Publisher, error)

+ func (*Publisher) Type() string

+ func (p *Publisher) Set(value string) error

+ func (p *Publisher) UnmarshalJSON(data []byte) error

+ func (p Publisher) Dataset() Dataset

+ func (p Publisher) MarshalJSON() ([]byte, error)

+ func (p Publisher) String() string

+ func (p Publisher) Venue() Venue

+ type RHeader struct

+ InstrumentID uint32

+ Length uint8

+ PublisherID uint16

+ RType RType

+ TsEvent uint64

+ func (h *RHeader) Fill_Json(val *fastjson.Value) error

+ func (h *RHeader) Fill_Raw(b []byte) error

+ func (h *RHeader) RSize() uint16

+ type RType uint8

+ const RType_Bbo1M

+ const RType_Bbo1S

+ const RType_Cbbo1M

+ const RType_Cbbo1S

+ const RType_Cmbp1

+ const RType_Error

+ const RType_Imbalance

+ const RType_InstrumentDef

+ const RType_Mbo

+ const RType_Mbp0

+ const RType_Mbp1

+ const RType_Mbp10

+ const RType_Ohlcv1D

+ const RType_Ohlcv1H

+ const RType_Ohlcv1M

+ const RType_Ohlcv1S

+ const RType_OhlcvDeprecated

+ const RType_OhlcvEod

+ const RType_Statistics

+ const RType_Status

+ const RType_SymbolMapping

+ const RType_System

+ const RType_Tcbbo

+ const RType_Unknown

+ func (rtype RType) IsBbo() bool

+ func (rtype RType) IsCandle() bool

+ func (rtype RType) IsCompatibleWith(rtype2 RType) bool

+ func (s RType) String() string

+ type Record interface

+ type RecordPtr interface

+ Fill_Json func(val *fastjson.Value, header *RHeader) error

+ Fill_Raw func([]byte) error

+ RSize func() uint16

+ RType func() RType

+ type SType uint8

+ const SType_BbgCompId

+ const SType_BbgCompTicker

+ const SType_CmsSymbol

+ const SType_Continuous

+ const SType_Figi

+ const SType_FigiTicker

+ const SType_InstrumentId

+ const SType_Isin

+ const SType_NasdaqSymbol

+ const SType_Parent

+ const SType_RawSymbol

+ const SType_Smart

+ const SType_UsCode

+ func STypeFromString(str string) (SType, error)

+ func (*SType) Type() string

+ func (s *SType) Set(value string) error

+ func (s *SType) UnmarshalJSON(data []byte) error

+ func (s SType) MarshalJSON() ([]byte, error)

+ func (s SType) String() string

+ type Schema uint16

+ const Schema_Bbo1M

+ const Schema_Bbo1S

+ const Schema_Cbbo1M

+ const Schema_Cbbo1S

+ const Schema_Cmbp1

+ const Schema_Definition

+ const Schema_Imbalance

+ const Schema_Mbo

+ const Schema_Mbp1

+ const Schema_Mbp10

+ const Schema_Mixed

+ const Schema_Ohlcv1D

+ const Schema_Ohlcv1H

+ const Schema_Ohlcv1M

+ const Schema_Ohlcv1S

+ const Schema_OhlcvEod

+ const Schema_Statistics

+ const Schema_Status

+ const Schema_Tbbo

+ const Schema_Tcbbo

+ const Schema_Trades

+ func SchemaFromString(str string) (Schema, error)

+ func (s *Schema) UnmarshalJSON(data []byte) error

+ func (s Schema) MarshalJSON() ([]byte, error)

+ func (s Schema) String() string

+ type SecurityUpdateAction uint8

+ const Add

+ const Delete

+ const Invalid

+ const Modify

+ type Side uint8

+ const Side_Ask

+ const Side_Bid

+ const Side_None

+ type StatMsg struct

+ ChannelID uint16

+ Header RHeader

+ Price int64

+ Quantity int32

+ Reserved [6]uint8

+ Sequence uint32

+ StatFlags uint8

+ StatType uint16

+ TsInDelta int32

+ TsRecv uint64

+ TsRef uint64

+ UpdateAction uint8

+ func (*StatMsg) RSize() uint16

+ func (*StatMsg) RType() RType

+ func (r *StatMsg) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *StatMsg) Fill_Raw(b []byte) error

+ type StatType uint8

+ const StatType_ClearedVolume

+ const StatType_ClosePrice

+ const StatType_Delta

+ const StatType_FixingPrice

+ const StatType_HighestBid

+ const StatType_IndicativeOpeningPrice

+ const StatType_LowestOffer

+ const StatType_NetChange

+ const StatType_OpenInterest

+ const StatType_OpeningPrice

+ const StatType_SettlementPrice

+ const StatType_TradingSessionHighPrice

+ const StatType_TradingSessionLowPrice

+ const StatType_UncrossingPrice

+ const StatType_Volatility

+ const StatType_Vwap

+ type StatUpdateAction uint8

+ const StatUpdateAction_Delete

+ const StatUpdateAction_New

+ type StatusAction uint8

+ const StatusAction_Close

+ const StatusAction_Cross

+ const StatusAction_Halt

+ const StatusAction_NewPriceIndication

+ const StatusAction_None

+ const StatusAction_NotAvailableForTrading

+ const StatusAction_Pause

+ const StatusAction_PostClose

+ const StatusAction_PreClose

+ const StatusAction_PreCross

+ const StatusAction_PreOpen

+ const StatusAction_Quoting

+ const StatusAction_Rotation

+ const StatusAction_SsrChange

+ const StatusAction_Suspend

+ const StatusAction_Trading

+ const StatusReason_AdditionalInformationRequested

+ const StatusReason_Administrative

+ const StatusReason_CorporateAction

+ const StatusReason_Etf

+ const StatusReason_FilingReqsSatisfied

+ const StatusReason_FilingsNotCurrent

+ const StatusReason_InstrumentActivation

+ const StatusReason_InstrumentExpiration

+ const StatusReason_IssueAvailable

+ const StatusReason_IssuesReviewed

+ const StatusReason_LuldPause

+ const StatusReason_MarketEvent

+ const StatusReason_MarketWideHaltCarryover

+ const StatusReason_MarketWideHaltLevel1

+ const StatusReason_MarketWideHaltLevel2

+ const StatusReason_MarketWideHaltLevel3

+ const StatusReason_MarketWideHaltResumption

+ const StatusReason_MergerEffective

+ const StatusReason_NewIssue

+ const StatusReason_NewSecurityOffering

+ const StatusReason_NewsAndResumptionTimes

+ const StatusReason_NewsNotForthcoming

+ const StatusReason_NewsPending

+ const StatusReason_NewsReleased

+ const StatusReason_NonCompliance

+ const StatusReason_None

+ const StatusReason_Operational

+ const StatusReason_OrderImbalance

+ const StatusReason_QuotationNotAvailable

+ const StatusReason_RecoveryInProcess

+ const StatusReason_Regulatory

+ const StatusReason_Scheduled

+ const StatusReason_SecTradingSuspension

+ const StatusReason_SurveillanceIntervention

+ type StatusMsg struct

+ Action uint16

+ Header RHeader

+ IsQuoting uint8

+ IsShortSellRestricted uint8

+ IsTrading uint8

+ Reason uint16

+ Reserved [7]uint8

+ TradingEvent uint16

+ TsRecv uint64

+ func (*StatusMsg) RSize() uint16

+ func (*StatusMsg) RType() RType

+ func (r *StatusMsg) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *StatusMsg) Fill_Raw(b []byte) error

+ type StatusReason uint8

+ type SymbolMapping struct

+ Intervals []MappingInterval

+ RawSymbol string

+ type SymbolMappingMsg struct

+ EndTs uint64

+ Header RHeader

+ StartTs uint64

+ StypeIn SType

+ StypeInSymbol string

+ StypeOut SType

+ StypeOutSymbol string

+ func (*SymbolMappingMsg) RSize(cstrLength uint16) uint16

+ func (*SymbolMappingMsg) RType() RType

+ func (r *SymbolMappingMsg) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *SymbolMappingMsg) Fill_Raw(b []byte, cstrLength uint16) error

+ type SystemCode uint8

+ func SystemCodeFromString(str string) (SystemCode, error)

+ func (s *SystemCode) UnmarshalJSON(data []byte) error

+ func (s SystemCode) MarshalJSON() ([]byte, error)

+ func (s SystemCode) String() string

+ type SystemMsg struct

+ Code SystemCode

+ Header RHeader

+ Message [SystemMsg_MsgSize]byte

+ func (*SystemMsg) RSize() uint16

+ func (*SystemMsg) RType() RType

+ func (r *SystemMsg) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *SystemMsg) Fill_Raw(b []byte) error

+ func (r *SystemMsg) IsHeartbeat() bool

+ type TcbboMsg struct

+ Action byte

+ Flags uint8

+ Header RHeader

+ Level ConsolidatedBidAskPair

+ Price int64

+ Reserved1 byte

+ Reserved2 [4]byte

+ Side byte

+ Size uint32

+ TsInDelta int32

+ TsRecv uint64

+ func (*TcbboMsg) RSize() uint16

+ func (*TcbboMsg) RType() RType

+ func (r *TcbboMsg) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *TcbboMsg) Fill_Raw(b []byte) error

+ type TradeMsg struct

+ Action byte

+ Depth uint8

+ Flags uint8

+ Header RHeader

+ Price int64

+ Sequence uint32

+ Side byte

+ Size uint32

+ TsInDelta int32

+ TsRecv uint64

+ func (*TradeMsg) RSize() uint16

+ func (*TradeMsg) RType() RType

+ func (r *TradeMsg) Fill_Json(val *fastjson.Value, header *RHeader) error

+ func (r *TradeMsg) Fill_Raw(b []byte) error

+ type TradingEvent uint8

+ const TradingEvent_ChangeTradingSession

+ const TradingEvent_ImpliedMatchingOff

+ const TradingEvent_ImpliedMatchingOn

+ const TradingEvent_NoCancel

+ const TradingEvent_None

+ const TriState_No

+ const TriState_NotAvailable

+ const TriState_Yes

+ type TriState uint8

+ type TsSymbolMap struct

+ func NewTsSymbolMap() *TsSymbolMap

+ func (tsm *TsSymbolMap) FillFromMetadata(metadata *Metadata) error

+ func (tsm *TsSymbolMap) Get(dt time.Time, instrID uint32) string

+ func (tsm *TsSymbolMap) Insert(instrID uint32, startDate uint32, endDate uint32, ticker string) error

+ func (tsm *TsSymbolMap) IsEmpty() bool

+ func (tsm *TsSymbolMap) Len() int

+ type UserDefinedInstrument uint8

+ const UserDefinedInstrument_No

+ const UserDefinedInstrument_Yes

+ type Venue uint16

+ const Venue_Amxo

+ const Venue_Arco

+ const Venue_Arcx

+ const Venue_Asmt

+ const Venue_Aspi

+ const Venue_Aspn

+ const Venue_Bato

+ const Venue_Bats

+ const Venue_Baty

+ const Venue_C2Ox

+ const Venue_Dbeq

+ const Venue_Edga

+ const Venue_Edgo

+ const Venue_Edgx

+ const Venue_Emld

+ const Venue_Eprl

+ const Venue_Equs

+ const Venue_Finc

+ const Venue_Finn

+ const Venue_Finy

+ const Venue_Glbx

+ const Venue_Gmni

+ const Venue_Iexg

+ const Venue_Ifeu

+ const Venue_Ifll

+ const Venue_Ifus

+ const Venue_Ltse

+ const Venue_Mcry

+ const Venue_Memx

+ const Venue_Mprl

+ const Venue_Mxop

+ const Venue_Ndex

+ const Venue_Ocea

+ const Venue_Opra

+ const Venue_Sphr

+ const Venue_Xase

+ const Venue_Xbos

+ const Venue_Xbox

+ const Venue_Xbxo

+ const Venue_Xcbf

+ const Venue_Xcbo

+ const Venue_Xchi

+ const Venue_Xcis

+ const Venue_Xeee

+ const Venue_Xeur

+ const Venue_Xisx

+ const Venue_Xmio

+ const Venue_Xnas

+ const Venue_Xndq

+ const Venue_Xnys

+ const Venue_Xoff

+ const Venue_Xphl

+ const Venue_Xpsx

+ func VenueFromString(str string) (Venue, error)

+ func (*Venue) Type() string

+ func (v *Venue) Set(value string) error

+ func (v *Venue) UnmarshalJSON(data []byte) error

+ func (v Venue) MarshalJSON() ([]byte, error)

+ func (v Venue) String() string

+ type VersionUpgradePolicy uint8

+ const VersionUpgradePolicy_AsIs

+ const VersionUpgradePolicy_Upgrade

+ type Visitor interface

+ OnBbo func(record *BboMsg) error

+ OnCmbp1 func(record *Cmbp1Msg) error

+ OnErrorMsg func(record *ErrorMsg) error

+ OnImbalance func(record *ImbalanceMsg) error

+ OnInstrumentDefMsg func(record *InstrumentDefMsg) error

+ OnMbo func(record *MboMsg) error

+ OnMbp0 func(record *Mbp0Msg) error

+ OnMbp1 func(record *Mbp1Msg) error

+ OnMbp10 func(record *Mbp10Msg) error

+ OnOhlcv func(record *OhlcvMsg) error

+ OnStatMsg func(record *StatMsg) error

+ OnStatusMsg func(record *StatusMsg) error

+ OnStreamEnd func() error

+ OnSymbolMappingMsg func(record *SymbolMappingMsg) error

+ OnSystemMsg func(record *SystemMsg) error

+ OnTcbbo func(record *TcbboMsg) error

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