Products
Docs
Company
The inclusive start time of the bar aggregation period based on the
ts_recvfrom trade messages expressed as the number of nanoseconds since the UNIX epoch.
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.
The record type. Each schema corresponds with a single rtype value.
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.
The publisher ID assigned by Databento, which denotes dataset and venue.
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.
The numeric instrument ID.
The total volume traded during the aggregation period.
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.
The requested symbol for the instrument.
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