Table of Contents

Enum RType

Namespace
DatabentoDotNet.Dbn
Assembly
DatabentoDotNet.Dbn.dll

A record type: a sentinel for the concrete record layout, carried in every record's RawRType field and surfaced typed as RType.

public enum RType : byte
Extension Methods

Fields

Bbo1M = 196

Best bid and offer subsampled at a one-minute interval.

Bbo1S = 195

Best bid and offer subsampled at a one-second interval.

Cbbo1M = 193

Consolidated best bid and offer subsampled at a one-minute interval.

Cbbo1S = 192

Consolidated best bid and offer subsampled at a one-second interval.

Cmbp1 = 177

A consolidated best bid and offer record.

Error = 21

An error message from the gateway.

Imbalance = 20

An order imbalance record.

InstrumentDef = 19

An instrument definition record.

Mbo = 160

A market-by-order record.

Mbp0 = 0

Market-by-price with a book depth of 0 (used for the Trades schema).

Mbp1 = 1

Market-by-price with a book depth of 1 (also used for the Tbbo schema).

Mbp10 = 10

Market-by-price with a book depth of 10.

Ohlcv1D = 35

Open/high/low/close/volume at a daily cadence based on the UTC date.

Ohlcv1H = 34

Open/high/low/close/volume at an hourly cadence.

Ohlcv1M = 33

Open/high/low/close/volume at a one-minute cadence.

Ohlcv1S = 32

Open/high/low/close/volume at a one-second cadence.

OhlcvDeprecated = 17

Open/high/low/close/volume at an unspecified cadence. Deprecated upstream since dbn 0.3.3 in favor of the per-cadence OHLCV rtypes below; retained here for decode compatibility with older files.

OhlcvEod = 36

Open/high/low/close/volume at a daily cadence based on the end of the trading session.

Statistics = 24

A statistics record from the publisher (not calculated by Databento).

Status = 18

An exchange status record.

SymbolMapping = 22

A symbol mapping record.

System = 23

A non-error message from the gateway, including heartbeats.

Tcbbo = 194

A trade record carrying the consolidated BBO immediately before the trade.

Remarks

Discriminants are non-contiguous hex values, not a dense range. RecordHeader documents its RawRType field as covering 0x00..0x0F for market-by-price book depth, but only three values in that nibble — 0x00, 0x01, and 0x0A — are actually defined here; the other 13 values in the nibble are conceptually reserved for other book depths but have no RType variant today and are rejected by TryFromRType(byte, out RType) like any other undefined byte. See WireStrings for string conversions.

Edit this page