nautilus_serialization

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Source
Expand description

Defines the Apache Arrow schema for Nautilus types.

Modules§

bar
delta
depth
quote
trade

Enums§

DataStreamingError
EncodingError

Traits§

ArrowSchemaProvider
DecodeDataFromRecordBatch
DecodeFromRecordBatch
EncodeToRecordBatch
WriteStream

Functions§

bars_to_arrow_record_batch_bytes
extract_column
order_book_deltas_to_arrow_record_batch_bytes
order_book_depth10_to_arrow_record_batch_bytes
quote_ticks_to_arrow_record_batch_bytes
trade_ticks_to_arrow_record_batch_bytes