Namespace DatabentoDotNet.Reference
Classes
- AdjustmentFactor
One row of an
adjustment_factors.get_rangeresponse: an event that changes how a security's historical prices must be scaled, and the multiplier that does it.
- AdjustmentFactorsClient
The
adjustment_factors.*endpoints: the multipliers that make a price series comparable across splits, dividends and other capital events.
- AdjustmentFactorsGetRangeParams
The parameter set
adjustment_factors.get_rangetakes: which symbols, over what range, optionally narrowed to a set of countries or security types.
- CorporateAction
One row of a
corporate_actions.get_rangeresponse: what happened to a security, when every stage of it happens, and what a holder receives.
- CorporateActionsClient
The
corporate_actions.*endpoints: what happened to a security, and the documentation the server keeps about its own events and enumerations.
- CorporateActionsGetRangeParams
The parameter set
corporate_actions.get_rangetakes: which symbols, over what range of which date, optionally narrowed to a set of events, countries, exchanges or security types.
- CorporateActionsWireStrings
Wire-string conversions for the enums the
corporate_actions.*endpoints carry.
- EventDoc
The server's own documentation for one corporate action event: what it is, what it populates, and what dates it carries.
- EventDocCalendarDates
One calendar date an event carries, and the name it goes by on that event.
- EventDocField
One field an event populates, and which of
CorporateAction's three open maps it lands in.
- EventDocSubType
One subtype an event can be narrowed to, and what that subtype means.
- EventEnumVariant
One code in one of the enum groups
corporate_actions.list_enumsreports.
- ReferenceClient
A client for Databento's reference data API: security master, corporate actions, and adjustment factors.
- ReferenceCodeFilter
Renders a list of reference codes as the comma-joined form value the
countries,events,security_typesandexchangesfilters take.
- ReferenceWireStrings
Wire-code conversions for the nine closed reference enums, and the argument for why they are
enums at all.
- SecurityMaster
One row of a
security_master.get_rangeorsecurity_master.get_lastresponse: what a listing was, where it traded, every identifier it is known by, and the window over which that description held.
- SecurityMasterClient
The
security_master.*endpoints: what a listing is, where it trades, and every identifier it is known by.
- SecurityMasterGetLastParams
The parameter set
security_master.get_lasttakes: which symbols, optionally narrowed to a set of countries or security types. There is no range, and no index to apply one to.
- SecurityMasterGetRangeParams
The parameter set
security_master.get_rangetakes: which symbols, over what range of which timestamp, optionally narrowed to a set of countries or security types.
- SecurityMasterWireStrings
Wire-string conversions for the enums the
security_master.*endpoints carry.
Structs
- Country
A country code — ISO 3166-1 alpha-2, with unofficial extensions Databento adds.
- Currency
A currency code — ISO 4217 alpha-3.
- Event
A corporate-action event type.
- EventCategory
The category a corporate-action event falls into.
- EventLevel
The level a corporate-action event applies at.
- EventSubType
A corporate-action event sub-type.
- FieldGroup
Which of a corporate action's three open field maps a field belongs to.
- Frequency
How often a distribution recurs.
- OutturnStyle
Whether an outturn security is new or additional to an existing holding.
- ReferenceDateTimeRange
The request range the three reference
get_rangeendpoints take: an inclusive Start instant and an optional exclusive End. Omit the end and the response runs to the end of the data.
- SecurityType
The type of a security.
Interfaces
- IReferenceCode<TSelf>
The contract the ten reference code types share: a wrapper over the wire string that keeps a code this library does not know instead of losing it.
Enums
- Action
A corporate actions action.
- AdjustmentStatus
The adjustment status.
- CorporateActionIndex
Which of a corporate action's three dates
corporate_actions.get_rangefilters on.
- Fraction
How fractions are handled at settlement.
- GlobalStatus
The global status code. Indicates the global listing activity status of a security.
- ListingSource
Listing source.
- ListingStatus
Listing status.
- MandVolu
Mandatory or voluntary.
- PaymentType
The payment type.
- SecurityMasterIndex
Which of a security master record's two timestamps
security_master.get_rangefilters on.
- Voting
The type of voting.