vike
ConceptsData

bar

The bar store kind: its columns, partitioning, what venue and symbol mean for it, and the producers that write it.

bar 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::Bar. The codec that owns the schema is BarCodec; the store writes through append_bars and reads through load_bars.

Identity

venue = the bridge venue id; symbol = the instrument; interval = the bar step, a REAL sub-partition and not a column

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.

ColumnFlavorNote
tsi64—
openf64—
highf64—
lowf64—
closef64—
volumef64—
fundingf64_nullalways PRESENT, and may hold SQL NULL

Layout

PropertyValue
Partitioningsymbol-interval
Grouped formno — one series per part
In the cross-kind tick reportno

Traps

⚠ TWO different facts are called funding, and THIS row is the market one. The MARKET funding-RATE history is a BAR series under the reserved label interval=funding, carrying the rate on Bar::funding with OHLCV and volume all 0.0 — crates/vike-backfill/src/funding_rate.rs's point_to_bar writes it and crates/vike-backtest/src/harness/run.rs reads it back with load_bars(venue, symbol, "funding", …). The ACCOUNT's realized payments are a different series entirely, and since decision 0080 they no longer share a word: that kind is exec_funding. The market side was deliberately NOT renamed — interval is part of SeriesId and bar series exist, so only the account side was free to move. The label is deliberately NOT a cadence, because funding cadence varies by venue and by symbol and can be re-cadenced over time. ⚠ No symbol_col column exists here, so a bar series can never be grouped. ⚠ crates/vike-backfill/src/ibkr.rs's backfill_commit_key keys on a what the SERIES does not discriminate (trades/bid/…), so two --what runs land in ONE series while each believes its key is fresh.

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.

ProducerCommit-key template
crates/vike-backfill/src/klines.rs{venue}:{symbol}:{interval}:{start_ms}-{end_ms}
crates/vike-backfill/src/dukascopy.rsdukascopy-resample:{symbol}:{interval}:{}-{}
crates/vike-backfill/src/funding_rate.rsfunding_rate:{venue}:{symbol}:{start_ms}-{end_ms}
crates/vike-backfill/src/ibkr.rsibkr-backfill:{venue}:{symbol}:{interval}:{what}:{window_end_ms}
crates/vike-backfill/src/bin/eod_backfill.rs{}:{sym}:{}y:{today}
crates/vike-backfill/src/databento/ingest.rsdatabento:{}:{symbol}:{window}
crates/vike-data/src/demo.rsdemo-tape:v{DEMO_TAPE_VERSION}:{}:{}

⚠ 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.

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