Expand description
Exposes historical data and instrument requests to Python adapters as owned PyO3 objects.
Implements read-only access to request identifiers, routing metadata, and query parameters used by Python data clients. Time-bounded requests expose their start and end values as both Python datetimes and nanosecond timestamps.
Structsยง
- PyRequest
Bars - An owned RequestBars request.
- PyRequest
Book Deltas - An owned RequestBookDeltas request.
- PyRequest
Book Depth - An owned RequestBookDepth request.
- PyRequest
Book Snapshot - An owned RequestBookSnapshot request.
- PyRequest
Custom Data - An owned RequestCustomData request.
- PyRequest
Funding Rates - An owned RequestFundingRates request.
- PyRequest
Instrument - An owned RequestInstrument request.
- PyRequest
Instruments - An owned RequestInstruments request.
- PyRequest
Option Chain Reference Price - An owned RequestOptionChainReferencePrice request.
- PyRequest
Quotes - An owned RequestQuotes request.
- PyRequest
Trades - An owned RequestTrades request.