Chart

5D
1M
3M
6M
1Y

Sample data

Schema

OHLCV-1d
Definition
Statistics

ts_event

The inclusive start time of the bar aggregation period based on the

ts_recv
from trade messages expressed as the number of nanoseconds since the UNIX epoch.

high

The high price for the bar expressed as a signed integer where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

rtype

The record type. Each schema corresponds with a single rtype value.

low

The low price for the bar expressed as a signed integer where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

publisher_id

The publisher ID assigned by Databento, which denotes dataset and venue.

close

The close price for the bar expressed as a signed integer where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

instrument_id

The numeric instrument ID.

volume

The total volume traded during the aggregation period.

open

The open price for the bar expressed as a signed integer where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

symbol

The requested symbol for the instrument.

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FROM THIS DATASET
Publisher
Databento
Venue
All US equities exchanges and ATSs
Asset class
Equities
Region
North America
Breadth of coverage
14,949 products
Data category
Raw data
Date added
2024-07-01UTC
Origin
Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.
Schemas
OHLCV-1d, Definition, Statistics
Encodings
DBN, JSON, CSV
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