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Functions§

get_arrow_schema_map
Returns a mapping from field names to Arrow data types for the given Rust data class.
py_bars_to_arrow_record_batch_bytes
Converts a list of Bar into Arrow IPC bytes for Python.
py_book_deltas_to_arrow_record_batch_bytes
Converts a list of OrderBookDelta into Arrow IPC bytes for Python.
py_book_depth10_to_arrow_record_batch_bytes
Converts a list of OrderBookDepth10 into Arrow IPC bytes for Python.
py_index_prices_to_arrow_record_batch_bytes
Converts a list of IndexPriceUpdate into Arrow IPC bytes for Python.
py_instrument_closes_to_arrow_record_batch_bytes
Converts a list of InstrumentClose into Arrow IPC bytes for Python.
py_mark_prices_to_arrow_record_batch_bytes
Converts a list of MarkPriceUpdate into Arrow IPC bytes for Python.
py_quotes_to_arrow_record_batch_bytes
Converts a list of QuoteTick into Arrow IPC bytes for Python.
py_trades_to_arrow_record_batch_bytes
Converts a list of TradeTick into Arrow IPC bytes for Python.
pyobjects_to_arrow_record_batch_bytes
Returns Python bytes from the given list of legacy data objects, which can be passed to pa.ipc.open_stream to create a RecordBatchReader.