Symbol | ExpirationUTC | Underlying | Last price | Volume | Open interest |
---|---|---|---|---|---|
TSLA 250110C00420000 | 2025-01-10 | TSLA | 7.25 | 50,841 | 10,678 |
TSLA 250110C00430000 | 2025-01-10 | TSLA | 4.65 | 48,132 | 26,753 |
TSLA 250110C00425000 | 2025-01-10 | TSLA | 5.75 | 41,865 | 7,508 |
TSLA 250110P00400000 | 2025-01-10 | TSLA | 5.58 | 33,693 | 9,014 |
TSLA 250110C00450000 | 2025-01-10 | TSLA | 1.84 | 30,473 | 13,173 |
The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch.
The matching-engine-received timestamp expressed as the number of nanoseconds since the UNIX epoch.
The record type. Each schema corresponds with a single rtype value.
The publisher ID assigned by Databento, which denotes dataset and venue.
The numeric instrument ID.
The event action. Can be Add, Cancel, Modify, cleaR book, or Trade.
The side that initiates the event. Can be Ask for the sell aggressor in a trade, Bid for the buy aggressor in a trade, or None where no side is specified by the original trade or the record was not a trade.
The book level where the update event occurred.
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 order quantity.
A bit field indicating event end, message characteristics, and data quality.
The matching-engine-sending timestamp expressed as the number of nanoseconds before ts_recv.
The message sequence number assigned at the venue.
The bid price at the top level.
The ask price at the top level.
The bid size at the top level.
The ask size at the top level.
The number of bid orders at the top level.
The number of ask orders at the top level.
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 | bid_px_00 | ask_px_00 | bid_sz_00 | ask_sz_00 | bid_ct_00 | ask_ct_00 | symbol |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023-08-28T12:00:00.138620666Z | 2023-08-28T12:00:00.138416896Z | 1 | 36 | 687866918 | A | N | 0 | 0 | 194 | 0 | 22368 | 0 | 0 | 0 | 0 | TSLA 230901C00250000 | |||
2023-08-28T12:00:00.138620666Z | 2023-08-28T12:00:00.138416896Z | 1 | 30 | 687866918 | A | N | 0 | 0 | 194 | 0 | 22368 | 0 | 0 | 0 | 0 | TSLA 230901C00250000 | |||
2023-08-28T12:00:00.213779033Z | 2023-08-28T12:00:00.213576192Z | 1 | 22 | 687866918 | A | N | 0 | 0 | 194 | 0 | 23127 | 0 | 0 | 0 | 0 | TSLA 230901C00250000 | |||
2023-08-28T12:00:00.330737645Z | 2023-08-28T12:00:00.330534656Z | 1 | 24 | 687866918 | A | N | 0 | 0 | 194 | 0 | 24059 | 0 | 0 | 0 | 0 | TSLA 230901C00250000 | |||
2023-08-28T12:00:00.358689416Z | 2023-08-28T12:00:00.358486528Z | 1 | 34 | 687866918 | A | N | 0 | 0 | 194 | 0 | 24276 | 0 | 0 | 0 | 0 | TSLA 230901C00250000 | |||
2023-08-28T13:25:00.033448048Z | 2023-08-28T13:25:00.033244672Z | 1 | 33 | 687866918 | A | N | 0 | 0 | 194 | 0 | 38260 | 0 | 0 | 0 | 0 | TSLA 230901C00250000 | |||
2023-08-28T13:25:00.035417976Z | 2023-08-28T13:25:00.035214336Z | 1 | 27 | 687866918 | A | N | 0 | 0 | 194 | 0 | 38526 | 0 | 0 | 0 | 0 | TSLA 230901C00250000 | |||
2023-08-28T13:25:00.604100100Z | 2023-08-28T13:25:00.603894528Z | 1 | 26 | 687866918 | A | N | 0 | 0 | 194 | 0 | 42518 | 0 | 0 | 0 | 0 | TSLA 230901C00250000 | |||
2023-08-28T13:25:00.802226410Z | 2023-08-28T13:25:00.802021376Z | 1 | 25 | 687866918 | A | N | 0 | 0 | 194 | 0 | 43583 | 0 | 0 | 0 | 0 | TSLA 230901C00250000 | |||
2023-08-28T13:25:00.805708583Z | 2023-08-28T13:25:00.805504768Z | 1 | 35 | 687866918 | A | N | 0 | 0 | 194 | 0 | 43997 | 0 | 0 | 0 | 0 | TSLA 230901C00250000 | |||
2023-08-28T13:25:08.002816675Z | 2023-08-28T13:25:08.002611200Z | 1 | 32 | 687866918 | A | N | 0 | 0 | 194 | 0 | 45341 | 0 | 0 | 0 | 0 | TSLA 230901C00250000 | |||
2023-08-28T13:30:00.408070605Z | 2023-08-28T13:30:00.407866880Z | 1 | 26 | 687866918 | T | N | 0 | 2.850000000 | 12 | 194 | 0 | 47432 | 0 | 0 | 0 | 0 | TSLA 230901C00250000 | ||
2023-08-28T13:30:00.408109813Z | 2023-08-28T13:30:00.407906560Z | 1 | 26 | 687866918 | A | N | 0 | 3.450000000 | 1 | 194 | 0 | 47433 | 1.990000000 | 3.450000000 | 1 | 1 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.408109813Z | 2023-08-28T13:30:00.407906560Z | 1 | 30 | 687866918 | A | N | 0 | 3.450000000 | 1 | 194 | 0 | 47433 | 1.990000000 | 3.450000000 | 1 | 1 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.428703854Z | 2023-08-28T13:30:00.428500480Z | 1 | 35 | 687866918 | A | N | 0 | 3.000000000 | 8 | 194 | 0 | 47483 | 2.220000000 | 3.000000000 | 10 | 8 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.428703854Z | 2023-08-28T13:30:00.428500480Z | 1 | 30 | 687866918 | A | N | 0 | 3.000000000 | 8 | 194 | 0 | 47483 | 2.220000000 | 3.000000000 | 10 | 8 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.428713941Z | 2023-08-28T13:30:00.428510464Z | 1 | 35 | 687866918 | T | N | 0 | 2.830000000 | 5 | 194 | 0 | 47484 | 2.220000000 | 3.000000000 | 10 | 8 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.439063617Z | 2023-08-28T13:30:00.438860288Z | 1 | 26 | 687866918 | A | N | 0 | 3.400000000 | 21 | 194 | 0 | 47496 | 1.990000000 | 3.400000000 | 1 | 21 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.492095034Z | 2023-08-28T13:30:00.491891712Z | 1 | 27 | 687866918 | A | N | 0 | 3.850000000 | 1 | 194 | 0 | 47912 | 2.200000000 | 3.850000000 | 1 | 1 | 0 | 0 | TSLA 230901C00250000 |
2023-08-28T13:30:00.512894493Z | 2023-08-28T13:30:00.512691200Z | 1 | 31 | 687866918 | A | N | 0 | 3.000000000 | 23 | 194 | 0 | 48164 | 2.600000000 | 3.000000000 | 1 | 23 | 0 | 0 | TSLA 230901C00250000 |
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