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All 61 endpoints are exposed through the `thetadatadx-ffi` C ABI crate. Each method has a corresponding `extern "C"` function (e.g., `thetadatadx_stock_history_eod`). The Go and C++ SDKs wrap these FFI functions 1:1.
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**No JSON crosses the FFI boundary for historical data, snapshots, or subscriptions.** All inputs and outputs for these endpoints use typed `#[repr(C)]` structs. The sole exception is `tdx_fpss_next_event`, which returns a pre-formatted JSON string for real-time streaming events:
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**No JSON crosses the FFI boundary.** All inputs and outputs use typed `#[repr(C)]` structs -- historical endpoints, streaming events, Greeks, and subscriptions alike. `tdx_fpss_next_event` and `tdx_unified_next_event` return `*mut TdxFpssEvent` (a tagged `#[repr(C)]` struct with quote/trade/open_interest/ohlcvc/control/raw_data variants), freed with `tdx_fpss_event_free`.
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-**Bulk snapshot endpoints** (stock/index snapshot OHLC, trade, quote, market value, price) accept `symbols: *const *const c_char, symbols_len: usize` — a C array of C string pointers with a length.
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