Expand description
Defines the Apache Arrow schema for Posei types.
Modules§
Enums§
Constants§
Traits§
Functions§
- bars_
to_ arrow_ record_ batch_ bytes - Converts a vector of
Bar
into an ArrowRecordBatch
. - book_
deltas_ to_ arrow_ record_ batch_ bytes - Converts a vector of
OrderBookDelta
into an ArrowRecordBatch
. - book_
depth10_ to_ arrow_ record_ batch_ bytes - Converts a vector of
OrderBookDepth10
into an ArrowRecordBatch
. - extract_
column - Extracts and downcasts the specified
column_key
column from an Arrow array slice. - index_
prices_ to_ arrow_ record_ batch_ bytes - Converts a vector of
IndexPriceUpdate
into an ArrowRecordBatch
. - instrument_
closes_ to_ arrow_ record_ batch_ bytes - Converts a vector of
InstrumentClose
into an ArrowRecordBatch
. - mark_
prices_ to_ arrow_ record_ batch_ bytes - Converts a vector of
MarkPriceUpdate
into an ArrowRecordBatch
. - quotes_
to_ arrow_ record_ batch_ bytes - Converts a vector of
QuoteTick
into an ArrowRecordBatch
. - trades_
to_ arrow_ record_ batch_ bytes - Converts a vector of
TradeTick
into an ArrowRecordBatch
.