Bollinger Innovations Inc.

Equities

Since 2024-07-01 UTC

Nasdaq

Chart

5D
1M
3M
6M
1Y

Sample data

Schema

CMBP-1
TCBBO
Trades
CBBO-1s
OHLCV-1s
Definition
Statistics
Status

ts_recv

The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch.

flags

A bit field indicating event end, message characteristics, and data quality.

ts_event

The matching-engine-received timestamp expressed as the number of nanoseconds since the UNIX epoch.

ts_in_delta

The matching-engine-sending timestamp expressed as the number of nanoseconds before ts_recv.

rtype

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

bid_px_00

The bid price at the top level.

publisher_id

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

ask_px_00

The ask price at the top level.

instrument_id

The numeric instrument ID.

bid_sz_00

The bid size at the top level.

action

The event action. Can be Add, Cancel, Modify, cleaR book, or Trade.

ask_sz_00

The ask size at the top level.

side

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.

bid_pb_00

The publisher_id indicating the venue containing the best bid.

price

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.

ask_pb_00

The publisher_id indicating the venue containing the best ask.

size

The order quantity.

symbol

The requested symbol for the instrument.

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FROM THIS DATASET
Publisher
Nasdaq
Venue
Nasdaq
Asset class
Equities
Region
North America
Breadth of coverage
13,041 products
Data category
Raw market data, Reference 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
CMBP-1, TCBBO, Trades, CBBO-1s, CBBO-1m, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics, Status
Encodings
DBN, CSV, JSON