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Commit 979566a

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author
Zach Banks
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MOD: Rename/add instrument definition fields
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databento/common/data.py

Lines changed: 5 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -140,9 +140,9 @@ def get_deriv_ba_types(level: int) -> List[Tuple[str, Union[type, str]]]:
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("related_security_id", np.uint32),
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("trading_reference_date", np.uint16),
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("appl_id", np.int16),
143-
("maturity_month_year", np.uint16),
143+
("maturity_year", np.uint16),
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("decay_start_date", np.uint16),
145-
("chan", np.uint16),
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("channel_id", np.uint16),
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("currency", "S1"), # 1 byte chararray
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("settl_currency", "S1"), # 1 byte chararray
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("secsubtype", "S1"), # 1 byte chararray
@@ -163,9 +163,9 @@ def get_deriv_ba_types(level: int) -> List[Tuple[str, Union[type, str]]]:
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("sub_fraction", np.uint8),
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("underlying_product", np.uint8),
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("security_update_action", "S1"), # 1 byte chararray
166-
("maturity_month_month", np.uint8),
167-
("maturity_month_day", np.uint8),
168-
("maturity_month_week", np.uint8),
166+
("maturity_month", np.uint8),
167+
("maturity_day", np.uint8),
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("maturity_week", np.uint8),
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("user_defined_instrument", "S1"), # 1 byte chararray
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("contract_multiplier_unit", np.int8),
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("flow_schedule_type", np.int8),

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