chain
The chain store kind: its columns, partitioning, what venue and symbol mean for it, and the producers that write it.
chain 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 crate::chain_log::ChainRow. The codec that owns the schema is ChainCodec; the
store writes through append_chain_snapshot and reads through scan_chain, and parts carry the Parquet metadata key vike.schema.chain.
Identity
venue = the options venue; symbol = the UNDERLYING (and underlying is ALSO a row column). All rows of one snapshot share ts, so this kind is the only one where a single timestamp legitimately covers hundreds of rows
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 | — |
underlying | str | — |
instrument | str | — |
expiry_ms | i64 | — |
strike | f64 | — |
is_call | bool | — |
bid | f64_null | always PRESENT, and may hold SQL NULL |
ask | f64_null | always PRESENT, and may hold SQL NULL |
mark | f64_null | always PRESENT, and may hold SQL NULL |
iv | f64_null | always PRESENT, and may hold SQL NULL |
open_interest | f64_null | always PRESENT, and may hold SQL NULL |
volume | f64_null | always PRESENT, and may hold SQL NULL |
delta | f64_null | always PRESENT, and may hold SQL NULL |
gamma | f64_null | always PRESENT, and may hold SQL NULL |
theta | f64_null | always PRESENT, and may hold SQL NULL |
vega | f64_null | always PRESENT, and may hold SQL NULL |
Layout
| Property | Value |
|---|---|
| Partitioning | symbol |
| Grouped form | no — one series per part |
| In the cross-kind tick report | no |
Traps
⚠ Volume warning, not a contradiction: at the recorder's default cadence one underlying is hundreds of rows per minute, so the unbounded point-in-time read crate::HistStore's chain_as_of decodes every row ever recorded on each call. chain_as_of_within is the bounded twin and is what a backtest should use.
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/chain_rec.rs | chain:{venue}:{underlying}:{expiry}:{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.