NVIDIA Corporation

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.