Module decode

Functions

• decode_bar_type
• decode_bbo_msg
• decode_equity
• decode_equity_v1
• decode_futures_contract
• decode_futures_contract_v1
• decode_futures_spread
• decode_futures_spread_v1
• decode_imbalance_msg
• decode_instrument_def_msg
• decode_instrument_def_msg_v1
• decode_lot_size
  Decodes a lot size from the given value, expressed in standard whole-number units.
• decode_mbo_msg
• decode_mbp1_msg
• decode_mbp10_msg
• decode_multiplier
  Decodes a multiplier from the given value, expressed in units of 1e-9.
• decode_ohlcv_msg
• decode_optional_price
  Decodes a price from the given optional value, expressed in units of 1e-9.
• decode_optional_quantity
  Decodes a quantity from the given optional value, expressed in standard whole-number units.
• decode_options_contract
• decode_options_contract_v1
• decode_options_spread
• decode_options_spread_v1
• decode_price_increment
  Decodes a minimum price increment from the given value, expressed in units of 1e-9.
• decode_record
• decode_statistics_msg
• decode_status_msg
• decode_tbbo_msg
• decode_trade_msg
• decode_ts_event_adjustment
• parse_aggressor_side
• parse_book_action
• parse_cfi_iso10926
• parse_option_kind
• parse_optional_bool
• parse_order_side
• parse_status_reason
• parse_status_trading_event