nautilus_serialization::arrow::display::depth

Function depth10_schema

pub fn depth10_schema() -> Schema

Expand description

Returns the display-mode Arrow schema for [OrderBookDepth10].

Column order: instrument_id, then all bid_price_{0..N}, ask_price_{0..N}, bid_size_{0..N}, ask_size_{0..N}, bid_count_{0..N}, ask_count_{0..N}, then flags, sequence, ts_event, ts_init.

depth10_schema

Function depth10_schema Copy item path

Function depth10_schema