Module arrow

Source
Expand description

Defines the Apache Arrow schema for Posei types.

Modules§

bar
close
delta
depth
index_price
mark_price
quote
trade

Enums§

DataStreamingError
EncodingError

Constants§

KEY_INSTRUMENT_ID

Traits§

ArrowSchemaProvider
Provides Apache Arrow schema definitions for data types.
DecodeDataFromRecordBatch
Decodes raw Data objects from Apache Arrow RecordBatch format.
DecodeFromRecordBatch
Decodes data types from Apache Arrow RecordBatch format.
EncodeToRecordBatch
Encodes data types to Apache Arrow RecordBatch format.
WriteStream
Writes RecordBatch data to output streams.

Functions§

bars_to_arrow_record_batch_bytes
Converts a vector of Bar into an Arrow RecordBatch.
book_deltas_to_arrow_record_batch_bytes
Converts a vector of OrderBookDelta into an Arrow RecordBatch.
book_depth10_to_arrow_record_batch_bytes
Converts a vector of OrderBookDepth10 into an Arrow RecordBatch.
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 Arrow RecordBatch.
instrument_closes_to_arrow_record_batch_bytes
Converts a vector of InstrumentClose into an Arrow RecordBatch.
mark_prices_to_arrow_record_batch_bytes
Converts a vector of MarkPriceUpdate into an Arrow RecordBatch.
quotes_to_arrow_record_batch_bytes
Converts a vector of QuoteTick into an Arrow RecordBatch.
trades_to_arrow_record_batch_bytes
Converts a vector of TradeTick into an Arrow RecordBatch.