Table of Contents

Enum Schema

Namespace
DatabentoDotNet.Dbn
Assembly
DatabentoDotNet.Dbn.dll

A data record schema. Each schema has a particular record type associated with it.

public enum Schema : ushort
Extension Methods

Fields

Bbo1M = 19

Best bid and offer subsampled at one-minute intervals, plus trades.

Bbo1S = 18

Best bid and offer subsampled at one-second intervals, plus trades.

Cbbo1M = 16

Consolidated best bid and offer subsampled at one-minute intervals, plus trades.

Cbbo1S = 15

Consolidated best bid and offer subsampled at one-second intervals, plus trades.

Cmbp1 = 14

Consolidated best bid and offer.

Definition = 9

Instrument definitions.

Imbalance = 12

Auction imbalance events.

Mbo = 0

Market by order.

Mbp1 = 1

Market by price with a book depth of 1.

Mbp10 = 2

Market by price with a book depth of 10.

Ohlcv1D = 8

Open, high, low, close, and volume at a daily interval based on the UTC date.

Ohlcv1H = 7

Open, high, low, close, and volume at an hourly interval.

Ohlcv1M = 6

Open, high, low, close, and volume at a one-minute interval.

Ohlcv1S = 5

Open, high, low, close, and volume at a one-second interval.

OhlcvEod = 13

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

Statistics = 10

Additional data disseminated by publishers.

Status = 11

Trading status events.

Tbbo = 3

All trade events with the BBO immediately before the effect of the trade.

Tcbbo = 17

All trade events with the consolidated BBO immediately before the effect of the trade.

Trades = 4

All trade events.

Remarks

Wire strings are kebab-case and are not a mechanical lowercase of the variant name: Mbp1 is mbp-1 (not mbp1), Ohlcv1S is ohlcv-1s, and so on — a hyphen is inserted before a leading digit that a naive case-transition splitter would miss. See WireStrings for the exact mapping; there are no parse-only aliases for this type.

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