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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023-09-29T13:07:21.749350721Z | 2023-09-29T13:07:21.746751961Z | 0 | 19 | 9786 | T | N | 0 | 6.560000000 | 11 | 130 | 206360 | 105430 | LFST |
2023-09-29T13:40:44.167432560Z | 2023-09-29T13:40:44.167209175Z | 0 | 45 | 9786 | T | N | 0 | 6.890000000 | 2 | 130 | 207786 | 36663 | LFST |
2023-09-29T13:40:44.168136538Z | 2023-09-29T13:40:44.167913889Z | 0 | 45 | 9786 | T | N | 0 | 6.890000000 | 18 | 130 | 207631 | 36664 | LFST |
2023-09-29T13:41:04.882090198Z | 2023-09-29T13:41:04.881866379Z | 0 | 45 | 9786 | T | N | 0 | 6.890000000 | 1 | 130 | 207577 | 37155 | LFST |
2023-09-29T13:41:44.108655409Z | 2023-09-29T13:41:44.108419941Z | 0 | 45 | 9786 | T | N | 0 | 6.900000000 | 6 | 130 | 207907 | 37988 | LFST |
2023-09-29T13:41:44.108670794Z | 2023-09-29T13:41:44.108438355Z | 0 | 45 | 9786 | T | N | 0 | 6.900000000 | 42 | 130 | 208028 | 37989 | LFST |
2023-09-29T13:41:44.108709642Z | 2023-09-29T13:41:44.108472172Z | 0 | 45 | 9786 | T | N | 0 | 6.900000000 | 72 | 0 | 207929 | 37990 | LFST |
2023-09-29T13:41:44.108709642Z | 2023-09-29T13:41:44.108472172Z | 0 | 45 | 9786 | T | N | 0 | 6.900000000 | 100 | 130 | 207929 | 37991 | LFST |
2023-09-29T13:41:44.108730134Z | 2023-09-29T13:41:44.108488305Z | 0 | 45 | 9786 | T | N | 0 | 6.900000000 | 100 | 130 | 208183 | 37992 | LFST |
2023-09-29T13:41:44.116964567Z | 2023-09-29T13:41:44.116734715Z | 0 | 45 | 9786 | T | N | 0 | 6.890000000 | 28 | 130 | 207990 | 37993 | LFST |
2023-09-29T13:41:44.116979982Z | 2023-09-29T13:41:44.116754213Z | 0 | 45 | 9786 | T | N | 0 | 6.890000000 | 100 | 130 | 207857 | 37994 | LFST |
2023-09-29T13:41:44.166991108Z | 2023-09-29T13:41:44.166762389Z | 0 | 45 | 9786 | T | N | 0 | 6.900000000 | 2 | 130 | 207879 | 38002 | LFST |
2023-09-29T13:44:17.931321712Z | 2023-09-29T13:44:17.931095818Z | 0 | 45 | 9786 | T | N | 0 | 6.860000000 | 100 | 130 | 208038 | 41079 | LFST |
2023-09-29T13:46:51.315443187Z | 2023-09-29T13:46:51.315218028Z | 0 | 45 | 9786 | T | N | 0 | 6.840000000 | 10 | 130 | 207616 | 43470 | LFST |
2023-09-29T13:54:46.527825915Z | 2023-09-29T13:54:46.527598778Z | 0 | 45 | 9786 | T | N | 0 | 6.870000000 | 100 | 130 | 210683 | 52027 | LFST |
2023-09-29T13:57:59.507619027Z | 2023-09-29T13:57:59.507394114Z | 0 | 45 | 9786 | T | N | 0 | 6.840000000 | 13 | 130 | 208256 | 54556 | LFST |
2023-09-29T14:06:59.616688771Z | 2023-09-29T14:06:59.616462993Z | 0 | 45 | 9786 | T | N | 0 | 6.840000000 | 200 | 130 | 207822 | 63035 | LFST |
2023-09-29T14:07:03.706505990Z | 2023-09-29T14:07:03.706271591Z | 0 | 45 | 9786 | T | N | 0 | 6.850000000 | 109 | 130 | 207524 | 63102 | LFST |
2023-09-29T14:12:15.698006862Z | 2023-09-29T14:12:15.697768065Z | 0 | 45 | 9786 | T | N | 0 | 6.880000000 | 12 | 130 | 219763 | 67629 | LFST |
2023-09-29T14:13:48.214829088Z | 2023-09-29T14:13:48.214597832Z | 0 | 45 | 9786 | T | N | 0 | 6.890000000 | 8 | 130 | 209790 | 69259 | LFST |
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