Source: https://databento.com/docs/datasets/equs-mini


# Databento US Equities Mini

**Dataset ID**: [EQUS.MINI]($PLATFORM_HOSTNAME/catalog/us-equities#EQUS.MINI)

Databento US Equities Mini is a derived top-of-book dataset, sourced from the proprietary market data feeds of both alternative trading systems (ATS) and RegNMS venues.

### Symbol convention

Raw symbols in this dataset use the **Nasdaq** convention (e.g. `BRK.B`, `AAC+`); in this dataset, `raw_symbol` and the `nasdaq` stype are equivalent.
See [CMS vs. Nasdaq symbology](https://databento.com/docs/conventions/symbology.md#raw-symbol) for the per-dataset convention map.

### Schemas

The following schemas are available for this dataset: [MBP-1](https://databento.com/docs/schemas/mbp-1.md), [BBO](https://databento.com/docs/schemas/bbo.md), [TBBO](https://databento.com/docs/schemas/tbbo.md), [Trades](https://databento.com/docs/schemas/trades.md), [OHLCV-1s](https://databento.com/docs/schemas/ohlcv.md), [OHLCV-1m](https://databento.com/docs/schemas/ohlcv.md), [OHLCV-1h](https://databento.com/docs/schemas/ohlcv.md), [OHLCV-1d](https://databento.com/docs/schemas/ohlcv.md), and [Definitions](https://databento.com/docs/schemas/instrument-definitions.md).

### Aggregated BBO

Databento US Equities Mini is an aggregated dataset, quotes are not provided for the individual component venues.
A single aggregated BBO is printed for each instrument.

To provide this aggregated BBO, Databento calculates the best bid and best ask prices across the component venues of the feed, adding together all quantity (including odd lots) at the price of the BBO regardless of venue.
We do not aggregate the order counts across the component venues, so `bid_ct_00` and `ask_ct_00` will always be 0.

### Venues

To qualify as a derived dataset, trade and BBO data are anonymized from the original venues' data.

Due to this, the `publisher_id` of a trade does not identify the original venue of the trade, and will always have the value `EQUS.MINI.EQUS`. The `sequence` field is set to 0 on all messages.

### Aggregated OHLCV

The OHLCV schemas for Databento US Equities Mini aggregate prices and volume across all the component venues.
A single aggregated OHLCV message is printed per instrument, per interval.

### Timestamps

Messages received by Databento from component venues will generally include two timestamps with nanosecond precision.
As with all of our datasets, we also collect a `ts_recv` timestamp when the packet was received by our capture server.

The `ts_in_delta` field is not populated for this dataset and will always be set to 0.

| Databento Field | Description |
| `ts_recv` | The capture-server-received timestamp. |
| `ts_event` | The matching-engine-received timestamp. |

More details about our timestamps are available in our [timestamping guide](https://databento.com/docs/architecture/timestamping-guide.md).

### Flags normalization

The `F_PUBLISHER_SPECIFIC` flag provides no additional meaning in this dataset and can be safely ignored.