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 message sequence number assigned at the venue.
The publisher ID assigned by Databento, which denotes dataset and venue.
The bid price at the top level.
The numeric instrument ID.
The ask price at the top level.
The event action. Can be Add, Cancel, Modify, cleaR book, or Trade.
The bid 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 ask size at the top level.
The book level where the update event occurred.
The number of bid orders at the top level.
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 number of ask orders at the top level.
The order quantity.
The requested symbol for the instrument.
ts_recv | ts_event | rtype | publisher_id | instrument_id | action | side | depth | price | size | flags | ts_in_delta | sequence | bid_px_00 | ask_px_00 | bid_sz_00 | ask_sz_00 | bid_ct_00 | ask_ct_00 | symbol |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023-09-29T11:25:42.920602838Z | 2023-09-29T11:25:42.571452943Z | 1 | 38 | 11009 | A | N | 0 | 0 | 192 | 349140256 | 34330 | 0 | 0 | 0 | 0 | MULN | |||
2023-09-29T12:07:23.344956533Z | 2023-09-29T12:07:23.344693488Z | 1 | 38 | 11009 | T | N | 0 | 0.446100000 | 100 | 194 | 56944 | 72806 | 0 | 0 | 0 | 0 | MULN | ||
2023-09-29T13:24:46.687870986Z | 2023-09-29T13:24:46.687757073Z | 1 | 38 | 11009 | T | N | 0 | 0.444200000 | 100 | 194 | 53825 | 348680 | 0 | 0 | 0 | 0 | MULN | ||
2023-09-29T13:30:00.108578370Z | 2023-09-29T13:30:00.021907319Z | 1 | 38 | 11009 | A | A | 0 | 0.445000000 | 200 | 194 | 62911 | 386801 | 0.445000000 | 0 | 200 | 0 | 0 | MULN | |
2023-09-29T13:30:00.108620722Z | 2023-09-29T13:30:00.021949060Z | 1 | 38 | 11009 | A | A | 0 | 0.445000000 | 900 | 192 | 63341 | 386809 | 0.445000000 | 0 | 900 | 0 | 0 | MULN | |
2023-09-29T13:30:00.197501208Z | 2023-09-29T13:30:00.197376711Z | 1 | 38 | 11009 | A | B | 0 | 0.445000000 | 900 | 194 | 54872 | 396321 | 0.356000000 | 0.445000000 | 100 | 900 | 0 | 0 | MULN |
2023-09-29T13:30:00.787287500Z | 2023-09-29T13:30:00.787153984Z | 1 | 38 | 11009 | T | N | 0 | 0.445000000 | 200 | 194 | 55125 | 411012 | 0.356000000 | 0.445000000 | 100 | 900 | 0 | 0 | MULN |
2023-09-29T13:30:00.787313192Z | 2023-09-29T13:30:00.787153984Z | 1 | 38 | 11009 | T | N | 0 | 0.445000000 | 226 | 194 | 53629 | 411013 | 0.356000000 | 0.445000000 | 100 | 900 | 0 | 0 | MULN |
2023-09-29T13:30:00.787338037Z | 2023-09-29T13:30:00.787153984Z | 1 | 38 | 11009 | A | A | 0 | 0.445000000 | 474 | 194 | 54389 | 411014 | 0.356000000 | 0.445000000 | 100 | 474 | 0 | 0 | MULN |
2023-09-29T13:30:01.878257272Z | 2023-09-29T13:30:01.878143238Z | 1 | 38 | 11009 | T | N | 0 | 0.445000000 | 474 | 194 | 52804 | 437891 | 0.356000000 | 0.445000000 | 100 | 474 | 0 | 0 | MULN |
2023-09-29T13:30:01.878300567Z | 2023-09-29T13:30:01.878143238Z | 1 | 38 | 11009 | A | A | 0 | 0.534000000 | 100 | 194 | 51317 | 437894 | 0.356000000 | 0.534000000 | 100 | 100 | 0 | 0 | MULN |
2023-09-29T13:30:11.999628163Z | 2023-09-29T13:30:11.999515329Z | 1 | 38 | 11009 | A | B | 0 | 0.534000000 | 100 | 194 | 53603 | 523849 | 0.445000000 | 0.534000000 | 200 | 100 | 0 | 0 | MULN |
2023-09-29T13:30:12.215499310Z | 2023-09-29T13:30:12.215410515Z | 1 | 38 | 11009 | A | B | 0 | 0.534000000 | 100 | 194 | 53041 | 525336 | 0.356000000 | 0.534000000 | 100 | 100 | 0 | 0 | MULN |
2023-09-29T13:30:21.323921716Z | 2023-09-29T13:30:21.323824209Z | 1 | 38 | 11009 | A | B | 0 | 0.534000000 | 100 | 194 | 53590 | 580570 | 0.445000000 | 0.534000000 | 200 | 100 | 0 | 0 | MULN |
2023-09-29T13:30:21.324393547Z | 2023-09-29T13:30:21.324318616Z | 1 | 38 | 11009 | A | B | 0 | 0.534000000 | 100 | 194 | 53890 | 580574 | 0.445000000 | 0.534000000 | 900 | 100 | 0 | 0 | MULN |
2023-09-29T13:30:21.326664629Z | 2023-09-29T13:30:21.326593417Z | 1 | 38 | 11009 | A | B | 0 | 0.534000000 | 100 | 194 | 52144 | 580583 | 0.445000000 | 0.534000000 | 200 | 100 | 0 | 0 | MULN |
2023-09-29T13:30:21.326702220Z | 2023-09-29T13:30:21.326620246Z | 1 | 38 | 11009 | A | B | 0 | 0.534000000 | 100 | 194 | 51152 | 580584 | 0.356000000 | 0.534000000 | 100 | 100 | 0 | 0 | MULN |
2023-09-29T13:30:30.806548588Z | 2023-09-29T13:30:30.806457922Z | 1 | 38 | 11009 | A | B | 0 | 0.534000000 | 100 | 194 | 51677 | 645446 | 0.445000000 | 0.534000000 | 200 | 100 | 0 | 0 | MULN |
2023-09-29T13:30:30.809161843Z | 2023-09-29T13:30:30.809074948Z | 1 | 38 | 11009 | A | B | 0 | 0.534000000 | 100 | 194 | 52535 | 645479 | 0.356000000 | 0.534000000 | 100 | 100 | 0 | 0 | MULN |
2023-09-29T13:30:32.899261271Z | 2023-09-29T13:30:32.899143512Z | 1 | 38 | 11009 | A | B | 0 | 0.534000000 | 100 | 194 | 56075 | 658025 | 0.445000000 | 0.534000000 | 200 | 100 | 0 | 0 | MULN |
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