trade
The trade store kind: its columns, partitioning, what venue and symbol mean for it, and the producers that write it.
trade is one of the shapes the historical store holds. A stored series lives under a
kind= path segment, and that segment is the layout contract its producers and its consumers
have to agree on: the columns, how the leaf is partitioned, and what venue and symbol mean
for this particular kind. All of it is below, rendered from the same table the runtime dispatches
on.
One decoded row becomes a vike_model::TradeTick. The codec that owns the schema is TradeCodec; the
store writes through append_trades and reads through scan_trades.
Identity
venue = the bridge venue id; symbol = the instrument. This is the MARKET print tape — an account's OWN executions are kind=exec_fill, a different series that never collides with it even when (venue, symbol) match
This is the field most often assumed and most often wrong, which is why it is stated per kind rather than once for the store.
Columns
Every Arrow column today's writer emits, in schema order, with the codec flavor that picks its Arrow type and nullability.
| Column | Flavor | Note |
|---|---|---|
ts | i64 | — |
price | f64 | — |
size | f64 | — |
is_buyer_maker | bool | — |
local_ts | i64_add | may be ABSENT ENTIRELY from a part sealed before the column was added |
symbol_col | str_add | may be ABSENT ENTIRELY from a part sealed before the column was added |
Layout
| Property | Value |
|---|---|
| Partitioning | symbol |
| Grouped form | yes — many symbols in one part, told apart by a row-level symbol column |
| In the cross-kind tick report | yes |
Traps
⚠ Not every kind=trade series is a print tape. crates/bridges/deribit/src/dvol.rs writes Deribit's DVOL INDEX through append_trades, one synthetic tick per bucket, because this kind is the store's only (ts, price) lane — a consumer that assumes every trade row was a matched execution is wrong for that venue. Bars are DERIVED from this kind (resample_trades_to_bars), which is why crate::coverage::TICK_KINDS excludes bar: a missing bar day beside a present trade day is an un-run resample, not a hole in the tape.
Pinned rather than fixed: the contradiction is recorded with both sides named, so a reader meets it here instead of in production.
Known producers
Idempotency in this store is batch-level and keyed on a commit-key string, never on per-row value dedup. Two producers that collide on one template silently no-op each other's appends, and a producer that changes its template re-admits history it already wrote — both invisible unless the shapes are written side by side.
| Producer | Commit-key template |
|---|---|
crates/vike-data/src/live_rec.rs | live-{venue}-{symbol}-{}-{first_ts}-{last_ts}-{seq} |
crates/vike-backfill/src/pmxt/ingest.rs | pmxt:trade:{asset}:{hour} |
crates/vike-backfill/src/tardis/ingest.rs | tardis:{}:{symbol}:{day} |
crates/vike-backfill/src/databento/ingest.rs | databento:{}:{symbol}:{window} |
crates/vike-backfill/src/events_api.rs | eventsapi:trade:{symbol}:{day} |
crates/vike-backfill/src/vike_archive.rs | vikearchive:{}:{date}:rg{rg_idx} |
crates/bridges/deribit/src/dvol.rs | dvol:{}:{symbol}:{bucket} |
⚠ That list is observed, not exhaustive, and no gate can make it so: a commit key is an ordinary string argument, so proving the list complete would mean following every call in the workspace. What is gated per listed entry is that the producer exists and spells the template verbatim. Read it as "these producers write this kind", never as "only these do".
Where this comes from
vike_data::store_kind::STORE_KINDS, exported as rosters.json at every release. The store's
own gate derives the live kind set from the code — the series directory literals, the compaction
dispatch and the write verbs — and fails until a new kind has a row, so this page cannot describe
a shape the store does not write.