Enum StatType

Namespace

DatabentoDotNet.Dbn

Assembly

DatabentoDotNet.Dbn.dll

The type of statistic contained in a StatMsg.

public enum StatType : ushort

Fields

AuctionCollarLowerPrice = 26

The auction collar lower price.

AuctionCollarReferencePrice = 24

The auction collar reference price.

AuctionCollarUpperPrice = 25

The auction collar upper price.

BlockVolume = 19

The number of block contracts cleared for an instrument on the previous trading date. ts_ref is the trading date of the volume.

ClearedVolume = 6

The number of contracts cleared for an instrument on the previous trading date. ts_ref is the trading date of the volume.

ClosePrice = 11

The last trade price during a trading session. quantity is set when provided by the venue.

Delta = 15

The option delta associated with the settlement price.

FixingPrice = 10

The volume-weighted average price (VWAP) for a fixing period.

HighestBid = 8

The highest bid price for an instrument during the trading session.

IndicativeClosePrice = 20

The probable price of the last trade of an instrument, published during the trading session.

IndicativeOpeningPrice = 2

The probable price of the first trade of an instrument, published during pre-open. Both price and quantity are set.

LowerPriceLimit = 18

The exchange-defined lower price limit.

LowestOffer = 7

The lowest offer price for an instrument during the trading session.

MwcbLevel1 = 21

The Market-Wide Circuit Breaker (MWCB) level 1 threshold (7%), expressed as S&P 500 index points.

MwcbLevel2 = 22

The Market-Wide Circuit Breaker (MWCB) level 2 threshold (13%), expressed as S&P 500 index points.

MwcbLevel3 = 23

The Market-Wide Circuit Breaker (MWCB) level 3 threshold (20%), expressed as S&P 500 index points.

NetChange = 12

The change in price from the previous trading session's close to the most recent session.

OpenInterest = 9

The current number of outstanding contracts of an instrument. ts_ref is the trading date the open interest was calculated for.

OpeningPrice = 1

The price of the first trade of an instrument. quantity is set when provided by the venue.

SettlementPrice = 3

The settlement price of an instrument. flags indicates whether the price is final or preliminary, and actual or theoretical; ts_ref is the settlement's trading date.

TradingSessionHighPrice = 5

The highest trade price of an instrument during the trading session.

TradingSessionLowPrice = 4

The lowest trade price of an instrument during the trading session.

UncrossingPrice = 16

The auction uncrossing price, for auctions that are neither the official opening nor closing auction. quantity is set when provided by the venue.

UpperPriceLimit = 17

The exchange-defined upper price limit.

VenueSpecificPrice1 = 10002

A venue-specific price statistic. Refer to the venue's documentation for details.

VenueSpecificVolume1 = 10001

A venue-specific volume statistic. Refer to the venue's documentation for details.

Volatility = 14

The implied volatility associated with the settlement price.

Vwap = 13

The volume-weighted average price (VWAP) during the trading session. quantity is the traded volume.

Remarks

Purely numeric — this type has no wire string form (no as_str/FromStr in the Rust source). Discriminants are non-contiguous: values 1 through 26 are sequential, then the two venue-specific values jump to 10001 and 10002. Upstream marks this type #[non_exhaustive]; Databento may add variants in a future release without that being a breaking change. This type has no default variant.