Struct RecordHeader

Namespace

DatabentoDotNet.Dbn

Assembly

DatabentoDotNet.Dbn.dll

The 16-byte header that begins every DBN record.

public readonly struct RecordHeader

Inherited Members

ValueType.Equals(object)

ValueType.GetHashCode()

ValueType.ToString()

object.Equals(object, object)

object.GetType()

object.ReferenceEquals(object, object)

Remarks

Layout must match the #[repr(C)] Rust definition byte for byte; it is reinterpreted directly over the read buffer rather than parsed field by field.

Fields

InstrumentId

Numeric instrument ID.

public readonly uint InstrumentId

Field Value

uint

Length

Length of the whole record in 32-bit words. Use SizeInBytes for a byte count.

public readonly byte Length

Field Value

byte

PublisherId

Publisher ID assigned by Databento, denoting the dataset and venue. Not validated on decode — pass it to TryFromPublisher(ushort, out Publisher) for a checked conversion, the same way RawRType goes through TryFromRType(byte, out RType).

public readonly ushort PublisherId

Field Value

ushort

Remarks

Casting this straight to Publisher compiles for any word the wire happens to carry, and the mistake only surfaces later, as an ArgumentOutOfRangeException from inside ToVenue(Publisher) or ToDataset(Publisher) — by which point the record it came from is out of sight. Databento adds publishers between dbn releases, so an id this build does not know about is an ordinary occurrence rather than a corrupt stream.

RawRType

The raw wire byte behind RType. Not validated on decode — pass it to TryFromRType(byte, out RType) for a checked conversion. Values 0x00..0x0F encode market-by-price book depth, so 0x00, 0x01 and 0x0A are depths 0, 1 and 10 rather than arbitrary tags.

public readonly byte RawRType

Field Value

byte

TsEvent

Matching-engine-received timestamp, in nanoseconds since the UNIX epoch.

public readonly ulong TsEvent

Field Value

ulong

Remarks

Kept as raw nanoseconds because this field's type is its wire layout: the record is reinterpreted in place over the read buffer, so anything other than the 8-byte u64 the wire carries would be silent data corruption rather than a compile error.

Convert at the boundary with ToInstant(ulong), which checks UndefTimestamp rather than wrapping it into a pre-epoch time.

Properties

RType

The record type. Undefined wire bytes cast through to an unnamed value rather than throwing; see RawRType.

public RType RType { get; }

Property Value

RType

SizeInBytes

The record's total length in bytes.

public int SizeInBytes { get; }

Property Value

int