Table of Contents

Enum CorporateActionIndex

Namespace
DatabentoDotNet.Reference
Assembly
DatabentoDotNet.Reference.dll

Which of a corporate action's three dates corporate_actions.get_range filters on.

public enum CorporateActionIndex
Extension Methods

Fields

EventDate = 0

Filter on EventDate — the primary date of the event. Upstream's default, and this enum's.

ExDate = 1

Filter on ExDate — the ex-dividend date.

TsRecord = 2

Filter on TsRecord — when the record last changed.

Remarks

Port of upstream's corporate::Index (corporate.rs:111-122). It names the field the request range applies to, so it changes which rows come back rather than only how they are presented — the same role SecurityMasterIndex plays for its endpoint, and the same three-way split between "when the event happens", "when it goes ex" and "when Databento last changed the record saying so".

Two of the three name a nullable column, which SecurityMasterIndex does not. EventDate and ExDate are both LocalDate?; TsRecord is required. What the server does with a row whose index column is null is its business rather than this library's — upstream sorts such rows first, having buffered them (corporate.rs:59-63), and this library does not sort at all. It is worth knowing before reading a filtered result as exhaustive.

Upstream also uses it as a sort key, and this library does not. Its get_range sorts the buffered response by whichever field the index names (corporate.rs:59-63). That is a second use of the same value, not a second parameter — the sort happens after the response arrives, and GetRangeAsync(CorporateActionsGetRangeParams, CancellationToken) streams. So the index is sent and is not sorted by; see that method, and #52.

EventDate is the zero value, so default agrees with upstream's #[default]. SecurityMasterIndex records why the request enums are arranged this way round and the nine closed response enums are not.

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