Skip to content

Commit a298348

Browse files
author
Zach Banks
committed
MOD: Adopt EQUS.SUMMARY, EQUS.ALL names
1 parent dc40335 commit a298348

File tree

2 files changed

+348
-340
lines changed

2 files changed

+348
-340
lines changed

include/databento/publishers.hpp

+81-79
Original file line numberDiff line numberDiff line change
@@ -85,7 +85,7 @@ enum class Venue : std::uint16_t {
8585
Ifeu = 38,
8686
// ICE Endex
8787
Ndex = 39,
88-
// Databento Equities - Consolidated
88+
// Databento US Equities - Consolidated
8989
Dbeq = 40,
9090
// MIAX Sapphire
9191
Sphr = 41,
@@ -99,6 +99,8 @@ enum class Venue : std::uint16_t {
9999
Asmt = 45,
100100
// IntelligentCross ASPEN Inverted
101101
Aspi = 46,
102+
// Databento US Equities - Consolidated
103+
Equs = 47,
102104
};
103105

104106
// A source of data.
@@ -141,14 +143,14 @@ enum class Dataset : std::uint16_t {
141143
FinyTrades = 18,
142144
// OPRA Binary
143145
OpraPillar = 19,
144-
// Databento Equities Basic
146+
// Databento US Equities Basic
145147
DbeqBasic = 20,
146148
// NYSE Arca Integrated
147149
ArcxPillar = 21,
148150
// IEX TOPS
149151
IexgTops = 22,
150-
// Databento Equities Plus
151-
DbeqPlus = 23,
152+
// Databento US Equities Plus
153+
EqusPlus = 23,
152154
// NYSE BBO
153155
XnysBbo = 24,
154156
// NYSE Trades
@@ -161,16 +163,16 @@ enum class Dataset : std::uint16_t {
161163
IfeuImpact = 28,
162164
// ICE Endex iMpact
163165
NdexImpact = 29,
164-
// Databento Equities Max
165-
DbeqMax = 30,
166+
// Databento US Equities (All Feeds)
167+
EqusAll = 30,
166168
// Nasdaq Basic (NLS and QBBO)
167169
XnasBasic = 31,
168-
// Databento Equities Summary
169-
DbeqSummary = 32,
170-
// NYSE National BBO and Trades
171-
XcisBbotrades = 33,
172-
// NYSE BBO and Trades
173-
XnysBbotrades = 34,
170+
// Databento US Equities Summary
171+
EqusSummary = 32,
172+
// NYSE National Trades and BBO
173+
XcisTradesbbo = 33,
174+
// NYSE Trades and BBO
175+
XnysTradesbbo = 34,
174176
};
175177

176178
// A specific Venue from a specific data source.
@@ -269,72 +271,72 @@ enum class Publisher : std::uint16_t {
269271
XnasQbboXnas = 46,
270272
// Nasdaq Trades
271273
XnasNlsXnas = 47,
272-
// DBEQ Plus - NYSE Chicago
273-
DbeqPlusXchi = 48,
274-
// DBEQ Plus - NYSE National
275-
DbeqPlusXcis = 49,
276-
// DBEQ Plus - IEX
277-
DbeqPlusIexg = 50,
278-
// DBEQ Plus - MIAX Pearl
279-
DbeqPlusEprl = 51,
280-
// DBEQ Plus - Nasdaq
281-
DbeqPlusXnas = 52,
282-
// DBEQ Plus - NYSE
283-
DbeqPlusXnys = 53,
284-
// DBEQ Plus - FINRA/Nasdaq TRF Carteret
285-
DbeqPlusFinn = 54,
286-
// DBEQ Plus - FINRA/NYSE TRF
287-
DbeqPlusFiny = 55,
288-
// DBEQ Plus - FINRA/Nasdaq TRF Chicago
289-
DbeqPlusFinc = 56,
274+
// Databento US Equities Plus - NYSE Chicago
275+
EqusPlusXchi = 48,
276+
// Databento US Equities Plus - NYSE National
277+
EqusPlusXcis = 49,
278+
// Databento US Equities Plus - IEX
279+
EqusPlusIexg = 50,
280+
// Databento US Equities Plus - MIAX Pearl
281+
EqusPlusEprl = 51,
282+
// Databento US Equities Plus - Nasdaq
283+
EqusPlusXnas = 52,
284+
// Databento US Equities Plus - NYSE
285+
EqusPlusXnys = 53,
286+
// Databento US Equities Plus - FINRA/Nasdaq TRF Carteret
287+
EqusPlusFinn = 54,
288+
// Databento US Equities Plus - FINRA/NYSE TRF
289+
EqusPlusFiny = 55,
290+
// Databento US Equities Plus - FINRA/Nasdaq TRF Chicago
291+
EqusPlusFinc = 56,
290292
// ICE Futures Europe (Commodities)
291293
IfeuImpactIfeu = 57,
292294
// ICE Endex
293295
NdexImpactNdex = 58,
294-
// DBEQ Basic - Consolidated
296+
// Databento US Equities Basic - Consolidated
295297
DbeqBasicDbeq = 59,
296-
// DBEQ Plus - Consolidated
297-
DbeqPlusDbeq = 60,
298+
// EQUS Plus - Consolidated
299+
EqusPlusEqus = 60,
298300
// OPRA - MIAX Sapphire
299301
OpraPillarSphr = 61,
300-
// DBEQ Max - NYSE Chicago
301-
DbeqMaxXchi = 62,
302-
// DBEQ Max - NYSE National
303-
DbeqMaxXcis = 63,
304-
// DBEQ Max - IEX
305-
DbeqMaxIexg = 64,
306-
// DBEQ Max - MIAX Pearl
307-
DbeqMaxEprl = 65,
308-
// DBEQ Max - Nasdaq
309-
DbeqMaxXnas = 66,
310-
// DBEQ Max - NYSE
311-
DbeqMaxXnys = 67,
312-
// DBEQ Max - FINRA/Nasdaq TRF Carteret
313-
DbeqMaxFinn = 68,
314-
// DBEQ Max - FINRA/NYSE TRF
315-
DbeqMaxFiny = 69,
316-
// DBEQ Max - FINRA/Nasdaq TRF Chicago
317-
DbeqMaxFinc = 70,
318-
// DBEQ Max - CBOE BZX
319-
DbeqMaxBats = 71,
320-
// DBEQ Max - CBOE BYX
321-
DbeqMaxBaty = 72,
322-
// DBEQ Max - CBOE EDGA
323-
DbeqMaxEdga = 73,
324-
// DBEQ Max - CBOE EDGX
325-
DbeqMaxEdgx = 74,
326-
// DBEQ Max - Nasdaq BX
327-
DbeqMaxXbos = 75,
328-
// DBEQ Max - Nasdaq PSX
329-
DbeqMaxXpsx = 76,
330-
// DBEQ Max - MEMX
331-
DbeqMaxMemx = 77,
332-
// DBEQ Max - NYSE American
333-
DbeqMaxXase = 78,
334-
// DBEQ Max - NYSE Arca
335-
DbeqMaxArcx = 79,
336-
// DBEQ Max - Long-Term Stock Exchange
337-
DbeqMaxLtse = 80,
302+
// Databento US Equities (All Feeds) - NYSE Chicago
303+
EqusAllXchi = 62,
304+
// Databento US Equities (All Feeds) - NYSE National
305+
EqusAllXcis = 63,
306+
// Databento US Equities (All Feeds) - IEX
307+
EqusAllIexg = 64,
308+
// Databento US Equities (All Feeds) - MIAX Pearl
309+
EqusAllEprl = 65,
310+
// Databento US Equities (All Feeds) - Nasdaq
311+
EqusAllXnas = 66,
312+
// Databento US Equities (All Feeds) - NYSE
313+
EqusAllXnys = 67,
314+
// Databento US Equities (All Feeds) - FINRA/Nasdaq TRF Carteret
315+
EqusAllFinn = 68,
316+
// Databento US Equities (All Feeds) - FINRA/NYSE TRF
317+
EqusAllFiny = 69,
318+
// Databento US Equities (All Feeds) - FINRA/Nasdaq TRF Chicago
319+
EqusAllFinc = 70,
320+
// Databento US Equities (All Feeds) - CBOE BZX
321+
EqusAllBats = 71,
322+
// Databento US Equities (All Feeds) - CBOE BYX
323+
EqusAllBaty = 72,
324+
// Databento US Equities (All Feeds) - CBOE EDGA
325+
EqusAllEdga = 73,
326+
// Databento US Equities (All Feeds) - CBOE EDGX
327+
EqusAllEdgx = 74,
328+
// Databento US Equities (All Feeds) - Nasdaq BX
329+
EqusAllXbos = 75,
330+
// Databento US Equities (All Feeds) - Nasdaq PSX
331+
EqusAllXpsx = 76,
332+
// Databento US Equities (All Feeds) - MEMX
333+
EqusAllMemx = 77,
334+
// Databento US Equities (All Feeds) - NYSE American
335+
EqusAllXase = 78,
336+
// Databento US Equities (All Feeds) - NYSE Arca
337+
EqusAllArcx = 79,
338+
// Databento US Equities (All Feeds) - Long-Term Stock Exchange
339+
EqusAllLtse = 80,
338340
// Nasdaq Basic - Nasdaq
339341
XnasBasicXnas = 81,
340342
// Nasdaq Basic - FINRA/Nasdaq TRF Carteret
@@ -354,15 +356,15 @@ enum class Publisher : std::uint16_t {
354356
// Nasdaq Basic - Nasdaq PSX
355357
XnasBasicXpsx = 89,
356358
// Databento Equities Summary
357-
DbeqSummaryDbeq = 90,
358-
// NYSE National BBO and Trades
359-
XcisBbotradesXcis = 91,
360-
// NYSE BBO and Trades
361-
XnysBbotradesXnys = 92,
359+
EqusSummaryEqus = 90,
360+
// NYSE National Trades and BBO
361+
XcisTradesbboXcis = 91,
362+
// NYSE Trades and BBO
363+
XnysTradesbboXnys = 92,
362364
// Nasdaq Basic - Consolidated
363-
XnasBasicDbeq = 93,
364-
// DBEQ Max - Consolidated
365-
DbeqMaxDbeq = 94,
365+
XnasBasicEqus = 93,
366+
// Databento US Equities (All Feeds) - Consolidated
367+
EqusAllEqus = 94,
366368
};
367369

368370
// Get a Publisher's Venue.

0 commit comments

Comments
 (0)