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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023-09-29T12:00:00.527428009Z | 2023-09-29T12:00:00.527194909Z | 0 | 19 | 7051 | T | N | 0 | 16.950000000 | 5 | 130 | 206685 | 11853 | GME |
2023-09-29T12:00:00.607430591Z | 2023-09-29T12:00:00.604957350Z | 0 | 19 | 7051 | T | N | 0 | 16.920000000 | 1 | 128 | 207136 | 11972 | GME |
2023-09-29T12:00:00.769939332Z | 2023-09-29T12:00:00.767538861Z | 0 | 19 | 7051 | T | N | 0 | 16.920000000 | 1 | 128 | 207858 | 12352 | GME |
2023-09-29T12:00:00.884961222Z | 2023-09-29T12:00:00.884741908Z | 0 | 19 | 7051 | T | N | 0 | 16.920000000 | 10 | 130 | 207742 | 13061 | GME |
2023-09-29T12:00:00.927476151Z | 2023-09-29T12:00:00.926944130Z | 0 | 19 | 7051 | T | N | 0 | 16.920000000 | 300 | 128 | 207880 | 13336 | GME |
2023-09-29T12:00:00.959986143Z | 2023-09-29T12:00:00.957734672Z | 0 | 19 | 7051 | T | N | 0 | 16.923000000 | 10 | 128 | 207771 | 13500 | GME |
2023-09-29T12:00:01.127516116Z | 2023-09-29T12:00:01.125708463Z | 0 | 19 | 7051 | T | N | 0 | 16.980000000 | 1 | 128 | 207663 | 14464 | GME |
2023-09-29T12:00:01.182522567Z | 2023-09-29T12:00:01.180119230Z | 0 | 19 | 7051 | T | N | 0 | 16.950000000 | 15 | 128 | 208048 | 14812 | GME |
2023-09-29T12:00:01.195023285Z | 2023-09-29T12:00:01.193652172Z | 0 | 19 | 7051 | T | N | 0 | 16.920500000 | 60 | 128 | 207970 | 14889 | GME |
2023-09-29T12:00:01.235026793Z | 2023-09-29T12:00:01.234608023Z | 0 | 19 | 7051 | T | N | 0 | 17.070000000 | 225 | 128 | 208337 | 15205 | GME |
2023-09-29T12:00:01.237525826Z | 2023-09-29T12:00:01.237197585Z | 0 | 19 | 7051 | T | N | 0 | 16.980000000 | 3 | 128 | 207500 | 15218 | GME |
2023-09-29T12:00:01.240029712Z | 2023-09-29T12:00:01.239724146Z | 0 | 19 | 7051 | T | N | 0 | 16.980000000 | 5 | 128 | 208499 | 15241 | GME |
2023-09-29T12:00:01.272528689Z | 2023-09-29T12:00:01.270411205Z | 0 | 19 | 7051 | T | N | 0 | 17.000000000 | 1 | 128 | 208256 | 15391 | GME |
2023-09-29T12:00:01.275028296Z | 2023-09-29T12:00:01.273609496Z | 0 | 19 | 7051 | T | N | 0 | 16.950000000 | 25 | 128 | 207114 | 15406 | GME |
2023-09-29T12:00:01.335039619Z | 2023-09-29T12:00:01.333108939Z | 0 | 19 | 7051 | T | N | 0 | 16.920000000 | 5 | 128 | 207145 | 15566 | GME |
2023-09-29T12:00:01.365039315Z | 2023-09-29T12:00:01.362416489Z | 0 | 19 | 7051 | T | N | 0 | 17.000000000 | 1 | 128 | 206870 | 15646 | GME |
2023-09-29T12:01:17.542560225Z | 2023-09-29T12:01:17.541825501Z | 0 | 19 | 7051 | T | N | 0 | 16.980000000 | 5 | 130 | 206840 | 16169 | GME |
2023-09-29T12:01:35.885159586Z | 2023-09-29T12:01:35.883478400Z | 0 | 19 | 7051 | T | N | 0 | 16.960000000 | 7 | 128 | 207152 | 19790 | GME |
2023-09-29T12:01:48.840463270Z | 2023-09-29T12:01:48.839339063Z | 0 | 19 | 7051 | T | N | 0 | 16.900000000 | 24 | 0 | 206832 | 31742 | GME |
2023-09-29T12:01:48.840463270Z | 2023-09-29T12:01:48.839545270Z | 0 | 19 | 7051 | T | N | 0 | 16.900000000 | 5 | 128 | 206832 | 31743 | GME |
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