package proto

Get desktop application:
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• rpc Query (MultiQueryRequest, MultiQueryResponse)

  marketstore.proto:164

  message MultiQueryRequest

  marketstore.proto:70

  • repeated QueryRequest requests = 1

    A multi-request allows for different Timeframes and record formats for each request

  message MultiQueryResponse

  marketstore.proto:103

  • repeated QueryResponse responses = 1

  • string version = 2

    Server Version

  • string timezone = 3

• rpc Create (MultiCreateRequest, MultiServerResponse)

  marketstore.proto:165

  message MultiCreateRequest

  marketstore.proto:66

  • repeated CreateRequest requests = 1

• rpc Write (MultiWriteRequest, MultiServerResponse)

  marketstore.proto:166

  message MultiWriteRequest

  marketstore.proto:113

  • repeated WriteRequest requests = 1

    A multi-request allows for different Timeframes and record formats for each request

• rpc Destroy (MultiKeyRequest, MultiServerResponse)

  marketstore.proto:167

  message MultiKeyRequest

  marketstore.proto:134

  • repeated KeyRequest requests = 1

• rpc ListSymbols (ListSymbolsRequest, ListSymbolsResponse)

  marketstore.proto:168

  message ListSymbolsRequest

  marketstore.proto:142

  • ListSymbolsRequest.Format format = 1

  message ListSymbolsResponse

  marketstore.proto:152

  • repeated string results = 1

• rpc ServerVersion (ServerVersionRequest, ServerVersionResponse)

  marketstore.proto:169

  message ServerVersionRequest

  marketstore.proto:156

  (message has no fields)

  message ServerVersionResponse

  marketstore.proto:159

  • string version = 1

• rpc GetWALStream (GetWALStreamRequest, stream GetWALStreamResponse)

  replication.proto:128

  message GetWALStreamRequest

  replication.proto:120

  (message has no fields)

  message GetWALStreamResponse

  replication.proto:123

  • bytes transaction_group = 1

Used in: MultiCreateRequest

• string key = 1

  a time bucket key

• repeated DataShape data_shapes = 2

• string row_type = 3

  fixed or variable

Used in: CreateRequest, NumpyDataset

• string name = 1

• string type = 2

  DataType type = 2; type string such as i4 and f8 use string instead of DataType enum in order to align with column_types in NumpyDataset. TODO: use DataType enum at DataShape and NumpyDataset

• UNKNOWN = 0

  NOTE: The ordering of this enum must match the File Format order We define our own types here instead of using the (excellent!) built-in Go type system for the primary reason that we are serializing data to files and so need to have a (very!) stable on-disk representation that matches the processing we do internally.

• FLOAT32 = 1

• INT32 = 2

• FLOAT64 = 3

• INT64 = 4

• EPOCH = 5

• BYTE = 6

• BOOL = 7

• NONE = 8

• STRING = 9

• INT16 = 10

• UINT8 = 11

• UINT16 = 12

• UINT32 = 13

• UINT64 = 14

• STRING16 = 15

Used in: MultiKeyRequest

• string key = 1

Used in: ListSymbolsRequest

• SYMBOL = 0

  symbol names (e.g. ["AAPL", "AMZN", ....])

• TIME_BUCKET_KEY = 1

  {symbol/timeframe/attributeGroup} names (e.g. ["AAPL/1Min/TICK", "AAPL/1Sec/OHLCV", "Amazon/1D/Tick",...])

Used as response type in: Marketstore.Create, Marketstore.Destroy, Marketstore.Write

• repeated ServerResponse responses = 1

Used in: NumpyMultiDataset

• repeated string column_types = 1

  a list of type strings such as i4 and f8

• repeated string column_names = 2

  a list of column names

• repeated bytes column_data = 3

  two dimentional byte arrays holding the column data

• int32 length = 4

• repeated DataShape data_shapes = 5

  hidden

Used in: QueryResponse, WriteRequest

• optional NumpyDataset data = 1

• map<string, int32> start_index = 2

• map<string, int32> lengths = 3

Used in: MultiQueryRequest

• bool is_sql_statement = 1

  Note: SQL is not fully supported

  If this is a SQL request, Only SQLStatement is relevant

• string sql_statement = 2

• string destination = 3

  Destination is <symbol>/<timeframe>/<attributegroup>

• string key_category = 4

  This is not usually set, defaults to Symbol/Timeframe/AttributeGroup

• int64 epoch_start = 5

  Lower time predicate (i.e. index >= start) in unix epoch second

• int64 epoch_start_nanos = 6

  fractional part (nano second) of epoch_start

• int64 epoch_end = 7

  Upper time predicate (i.e. index <= end) in unix epoch second

• int64 epoch_end_nanos = 8

  fractional part (nano second) of epoch_end

• int32 limit_record_count = 9

  Number of max returned rows from lower/upper bound

• bool limit_from_start = 10

  Set to true if LimitRecordCount should be from the lower

• repeated string columns = 11

  Array of column names to be returned

• repeated string functions = 12

  Support for functions is experimental and subject to change

Used in: MultiQueryResponse

• optional NumpyMultiDataset result = 1

Used in: MultiServerResponse

• string error = 1

• string version = 2

  Server Version

(message has no fields)

Used in: MultiWriteRequest

• optional NumpyMultiDataset data = 1

• bool is_variable_length = 2