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The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch.
The book level where the update event occurred.
The matching-engine-received timestamp expressed as the number of nanoseconds since the UNIX epoch.
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 record type. Each schema corresponds with a single rtype value.
The order quantity.
The publisher ID assigned by Databento, which denotes dataset and venue.
A bit field indicating event end, message characteristics, and data quality.
The numeric instrument ID.
The matching-engine-sending timestamp expressed as the number of nanoseconds before ts_recv.
The event action. Will always be Trade in the trades schema.
The message sequence number assigned at the venue.
The side that initiates the event. Can be Ask for a sell aggressor, Bid for a buy aggressor, or None where no side is specified by the original trade.
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 | symbol |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023-09-29T11:16:21.829378223Z | 2023-09-29T11:16:21.829152785Z | 0 | 45 | 13340 | T | N | 0 | 360.270000000 | 10 | 130 | 207423 | 15444 | QQQ |
2023-09-29T11:34:08.386122791Z | 2023-09-29T11:34:08.385893571Z | 0 | 45 | 13340 | T | N | 0 | 359.990000000 | 50 | 130 | 206954 | 15495 | QQQ |
2023-09-29T11:34:08.386283602Z | 2023-09-29T11:34:08.386061731Z | 0 | 45 | 13340 | T | N | 0 | 359.990000000 | 50 | 130 | 206854 | 15496 | QQQ |
2023-09-29T11:36:08.461914049Z | 2023-09-29T11:36:08.461688900Z | 0 | 45 | 13340 | T | N | 0 | 359.750000000 | 5 | 130 | 207904 | 15524 | QQQ |
2023-09-29T12:00:00.472428357Z | 2023-09-29T12:00:00.470121806Z | 0 | 19 | 13340 | T | N | 0 | 359.950000000 | 4 | 128 | 207043 | 11795 | QQQ |
2023-09-29T12:00:00.519928089Z | 2023-09-29T12:00:00.517818134Z | 0 | 19 | 13340 | T | N | 0 | 360.120000000 | 1 | 128 | 206735 | 11849 | QQQ |
2023-09-29T12:00:00.749939289Z | 2023-09-29T12:00:00.748399631Z | 0 | 19 | 13340 | T | N | 0 | 360.420000000 | 1 | 128 | 207934 | 12229 | QQQ |
2023-09-29T12:00:00.779940827Z | 2023-09-29T12:00:00.778011238Z | 0 | 19 | 13340 | T | N | 0 | 360.470000000 | 1 | 128 | 207477 | 12412 | QQQ |
2023-09-29T12:00:00.902471686Z | 2023-09-29T12:00:00.902086524Z | 0 | 19 | 13340 | T | N | 0 | 360.540000000 | 3 | 128 | 207262 | 13175 | QQQ |
2023-09-29T12:00:00.907471658Z | 2023-09-29T12:00:00.906833733Z | 0 | 19 | 13340 | T | N | 0 | 360.260000000 | 1 | 130 | 207241 | 13197 | QQQ |
2023-09-29T12:00:00.949986537Z | 2023-09-29T12:00:00.947327790Z | 0 | 19 | 13340 | T | N | 0 | 360.540000000 | 1 | 128 | 207824 | 13445 | QQQ |
2023-09-29T12:00:00.984995237Z | 2023-09-29T12:00:00.982474798Z | 0 | 19 | 13340 | T | N | 0 | 360.320000000 | 1 | 128 | 207733 | 13663 | QQQ |
2023-09-29T12:00:00.992505918Z | 2023-09-29T12:00:00.992088974Z | 0 | 19 | 13340 | T | N | 0 | 360.280000000 | 1 | 128 | 207552 | 13714 | QQQ |
2023-09-29T12:00:00.995005982Z | 2023-09-29T12:00:00.993153388Z | 0 | 19 | 13340 | T | N | 0 | 360.230000000 | 10 | 128 | 207689 | 13721 | QQQ |
2023-09-29T12:00:01.012506777Z | 2023-09-29T12:00:01.010422023Z | 0 | 19 | 13340 | T | N | 0 | 360.130000000 | 1 | 128 | 207384 | 13856 | QQQ |
2023-09-29T12:00:01.130015754Z | 2023-09-29T12:00:01.127365714Z | 0 | 19 | 13340 | T | N | 0 | 359.770000000 | 1 | 128 | 207262 | 14474 | QQQ |
2023-09-29T12:00:01.132515846Z | 2023-09-29T12:00:01.131683747Z | 0 | 19 | 13340 | T | N | 0 | 360.220000000 | 100 | 128 | 207465 | 14496 | QQQ |
2023-09-29T12:00:01.172521199Z | 2023-09-29T12:00:01.170143275Z | 0 | 19 | 13340 | T | N | 0 | 360.190000000 | 1 | 128 | 207791 | 14747 | QQQ |
2023-09-29T12:00:01.202523671Z | 2023-09-29T12:00:01.201047947Z | 0 | 19 | 13340 | T | N | 0 | 360.140000000 | 2 | 128 | 208245 | 14943 | QQQ |
2023-09-29T12:00:01.222525923Z | 2023-09-29T12:00:01.220436272Z | 0 | 19 | 13340 | T | N | 0 | 359.920000000 | 1 | 128 | 207502 | 15088 | QQQ |
Need to see more ETF data for Invesco QQQ Trust, Series 1? You can extract historical data and save it as a DBN, CSV, JSON, or Parquet file. Read our API guide ->
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