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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023-09-29T12:00:00.214918077Z | 2023-09-29T12:00:00.212984608Z | 0 | 19 | 12497 | T | N | 0 | 32.200000000 | 2 | 130 | 206593 | 11440 | PFE |
2023-09-29T12:00:00.352419740Z | 2023-09-29T12:00:00.350684643Z | 0 | 19 | 12497 | T | N | 0 | 32.220000000 | 3 | 128 | 207286 | 11640 | PFE |
2023-09-29T12:00:00.792441588Z | 2023-09-29T12:00:00.791043192Z | 0 | 19 | 12497 | T | N | 0 | 32.210000000 | 1 | 128 | 208179 | 12499 | PFE |
2023-09-29T12:00:00.812441141Z | 2023-09-29T12:00:00.810718788Z | 0 | 19 | 12497 | T | N | 0 | 32.210000000 | 132 | 128 | 207809 | 12640 | PFE |
2023-09-29T12:00:00.964995535Z | 2023-09-29T12:00:00.963164208Z | 0 | 19 | 12497 | T | N | 0 | 32.220000000 | 3 | 128 | 208145 | 13539 | PFE |
2023-09-29T12:00:00.992505918Z | 2023-09-29T12:00:00.991201987Z | 0 | 19 | 12497 | T | N | 0 | 32.220000000 | 1 | 128 | 207552 | 13709 | PFE |
2023-09-29T12:00:01.015007139Z | 2023-09-29T12:00:01.013681176Z | 0 | 19 | 12497 | T | N | 0 | 32.220000000 | 31 | 128 | 207631 | 13877 | PFE |
2023-09-29T12:00:01.065006650Z | 2023-09-29T12:00:01.064489280Z | 0 | 19 | 12497 | T | N | 0 | 32.220000000 | 1 | 130 | 207236 | 14115 | PFE |
2023-09-29T12:00:01.105006692Z | 2023-09-29T12:00:01.104742071Z | 0 | 19 | 12497 | T | N | 0 | 32.200000000 | 1 | 130 | 207279 | 14331 | PFE |
2023-09-29T12:00:01.142518343Z | 2023-09-29T12:00:01.140973661Z | 0 | 19 | 12497 | T | N | 0 | 32.220000000 | 2 | 128 | 207955 | 14559 | PFE |
2023-09-29T12:00:01.172521199Z | 2023-09-29T12:00:01.170588827Z | 0 | 19 | 12497 | T | N | 0 | 32.220000000 | 1 | 128 | 207791 | 14749 | PFE |
2023-09-29T12:00:01.232526677Z | 2023-09-29T12:00:01.231530479Z | 0 | 19 | 12497 | T | N | 0 | 32.230000000 | 4 | 128 | 208252 | 15173 | PFE |
2023-09-29T12:00:01.342539795Z | 2023-09-29T12:00:01.340956754Z | 0 | 19 | 12497 | T | N | 0 | 32.220000000 | 50 | 128 | 207373 | 15588 | PFE |
2023-09-29T12:01:17.505060294Z | 2023-09-29T12:01:17.504786782Z | 0 | 19 | 12497 | T | N | 0 | 32.140000000 | 2 | 130 | 206978 | 16068 | PFE |
2023-09-29T12:01:17.952587297Z | 2023-09-29T12:01:17.951686897Z | 0 | 19 | 12497 | T | N | 0 | 32.224000000 | 100 | 128 | 206879 | 16531 | PFE |
2023-09-29T12:01:17.982588478Z | 2023-09-29T12:01:17.981394483Z | 0 | 19 | 12497 | T | N | 0 | 32.160000000 | 1 | 0 | 207075 | 16617 | PFE |
2023-09-29T12:01:17.982588478Z | 2023-09-29T12:01:17.981920545Z | 0 | 19 | 12497 | T | N | 0 | 32.160000000 | 2 | 128 | 207075 | 16618 | PFE |
2023-09-29T12:01:18.827607188Z | 2023-09-29T12:01:18.826763358Z | 0 | 19 | 12497 | T | N | 0 | 32.120000000 | 1 | 130 | 206702 | 17287 | PFE |
2023-09-29T12:01:34.922645412Z | 2023-09-29T12:01:34.922238863Z | 0 | 19 | 12497 | T | N | 0 | 32.150000000 | 1 | 130 | 207052 | 18978 | PFE |
2023-09-29T12:01:34.935145357Z | 2023-09-29T12:01:34.934768402Z | 0 | 19 | 12497 | T | N | 0 | 32.120000000 | 1 | 130 | 206960 | 19023 | PFE |
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