Functionsยง
- 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