Symbol | ExpirationUTC | Underlying | Last price | Volume | Open interest |
|---|---|---|---|---|---|
The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch.
A bit field indicating event end, message characteristics, and data quality.
The matching-engine-received timestamp expressed as the number of nanoseconds since the UNIX epoch.
The matching-engine-sending timestamp expressed as the number of nanoseconds before ts_recv.
The record type. Each schema corresponds with a single rtype value.
The bid price at the top level.
The publisher ID assigned by Databento, which denotes dataset and venue.
The ask price at the top level.
The numeric instrument ID.
The bid size at the top level.
The event action. Can be Add, Cancel, Modify, cleaR book, or Trade.
The ask size at the top level.
The side that initiates the event. Can be Ask for the sell aggressor in a trade, Bid for the buy aggressor in a trade, or None where no side is specified by the original trade or the record was not a trade.
The publisher_id indicating the venue containing the best bid.
The order price expressed as a signed integer where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
The publisher_id indicating the venue containing the best ask.
The order quantity.
The requested symbol for the instrument.
ts_recv | ts_event | rtype | publisher_id | instrument_id | action | side | price | size | flags | ts_in_delta | bid_px_00 | ask_px_00 | bid_sz_00 | ask_sz_00 | bid_pb_00 | ask_pb_00 | symbol |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023-08-28T12:00:00.138620666Z | 2023-08-28T12:00:00.138416896Z | 177 | 30 | 687866918 | A | N | 0 | 194 | 0 | 0 | 0 | 0 | 0 | TSLA 230901C00250000 | |||
2023-08-28T13:30:00.408070605Z | 2023-08-28T13:30:00.407866880Z | 177 | 26 | 687866918 | T | N | 2.850000000 | 12 | 194 | 0 | 0 | 0 | 0 | 0 | TSLA 230901C00250000 | ||
2023-08-28T13:30:00.408109813Z | 2023-08-28T13:30:00.407906560Z | 177 | 30 | 687866918 | A | N | 3.450000000 | 1 | 194 | 0 | 1.990000000 | 3.450000000 | 1 | 1 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.428703854Z | 2023-08-28T13:30:00.428500480Z | 177 | 30 | 687866918 | A | N | 3.000000000 | 8 | 194 | 0 | 2.220000000 | 3.000000000 | 10 | 8 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.428713941Z | 2023-08-28T13:30:00.428510464Z | 177 | 35 | 687866918 | T | N | 2.830000000 | 5 | 194 | 0 | 2.220000000 | 3.000000000 | 10 | 8 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.512894493Z | 2023-08-28T13:30:00.512691200Z | 177 | 30 | 687866918 | A | N | 3.000000000 | 23 | 194 | 0 | 2.600000000 | 3.000000000 | 1 | 23 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.517095696Z | 2023-08-28T13:30:00.516891136Z | 177 | 30 | 687866918 | A | N | 3.000000000 | 23 | 194 | 0 | 2.910000000 | 3.000000000 | 17 | 23 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.517095696Z | 2023-08-28T13:30:00.516891136Z | 177 | 30 | 687866918 | A | N | 3.000000000 | 40 | 194 | 0 | 2.910000000 | 3.000000000 | 17 | 40 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.519485804Z | 2023-08-28T13:30:00.519281920Z | 177 | 30 | 687866918 | A | N | 3.000000000 | 23 | 194 | 0 | 2.600000000 | 3.000000000 | 1 | 23 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.628079409Z | 2023-08-28T13:30:00.627875840Z | 177 | 30 | 687866918 | A | N | 3.000000000 | 23 | 194 | 0 | 2.890000000 | 3.000000000 | 17 | 23 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.628079409Z | 2023-08-28T13:30:00.627875840Z | 177 | 30 | 687866918 | A | N | 3.000000000 | 40 | 194 | 0 | 2.890000000 | 3.000000000 | 17 | 40 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.634118620Z | 2023-08-28T13:30:00.633915136Z | 177 | 30 | 687866918 | A | N | 3.000000000 | 23 | 194 | 0 | 2.600000000 | 3.000000000 | 1 | 23 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.634118620Z | 2023-08-28T13:30:00.633915136Z | 177 | 30 | 687866918 | A | N | 2.890000000 | 1 | 194 | 0 | 2.600000000 | 2.890000000 | 1 | 1 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.634158756Z | 2023-08-28T13:30:00.633955328Z | 177 | 31 | 687866918 | T | N | 2.890000000 | 1 | 194 | 0 | 2.600000000 | 2.890000000 | 1 | 1 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.634158756Z | 2023-08-28T13:30:00.633955328Z | 177 | 30 | 687866918 | A | N | 3.000000000 | 23 | 194 | 0 | 2.600000000 | 3.000000000 | 1 | 23 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.634344248Z | 2023-08-28T13:30:00.634140672Z | 177 | 30 | 687866918 | A | N | 3.000000000 | 54 | 194 | 0 | 2.600000000 | 3.000000000 | 1 | 54 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.634629867Z | 2023-08-28T13:30:00.634426624Z | 177 | 30 | 687866918 | A | N | 3.000000000 | 23 | 194 | 0 | 2.600000000 | 3.000000000 | 1 | 23 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.634639846Z | 2023-08-28T13:30:00.634436608Z | 177 | 30 | 687866918 | A | N | 3.000000000 | 68 | 194 | 0 | 2.600000000 | 3.000000000 | 1 | 68 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.634719929Z | 2023-08-28T13:30:00.634516480Z | 177 | 30 | 687866918 | A | N | 3.000000000 | 23 | 194 | 0 | 2.600000000 | 3.000000000 | 1 | 23 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.635120790Z | 2023-08-28T13:30:00.634917376Z | 177 | 30 | 687866918 | A | N | 2.890000000 | 30 | 194 | 0 | 2.600000000 | 2.890000000 | 1 | 30 | 0 | 0 | TSLA 230901C00250000 |
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