Trades

Trades provides every trade event. This is a subset of MBO.

This is often referred to as "time and sales", "last sale," or "tick data."

Fields (`trades`)

Field	Type	Description
`ts_recv`	uint64_t	The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch. See ts_recv.
`ts_event`	uint64_t	The matching-engine-received timestamp expressed as the number of nanoseconds since the UNIX epoch. See ts_event.
`rtype`	uint8_t	A sentinel value indicating the record type. Always 0 in the trades schema. See Rtype.
`publisher_id`	uint16_t	The publisher ID assigned by Databento, which denotes the dataset and venue. See Publishers.
`instrument_id`	uint32_t	The numeric instrument ID. See Instrument identifiers.
`action`	char	The event action. Always Trade in the trades schema. See Action.
`side`	char	The side that initiates the trade. Can be Ask for a sell aggressor in a trade, Bid for a buy aggressor in a trade, or None where no side is specified. See Side.
`depth`	uint8_t	The book level where the update event occurred.
`price`	int64_t	The order price where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001. See Prices.
`size`	uint32_t	The order quantity.
`flags`	uint8_t	A bit field indicating event end, message characteristics, and data quality. See Flags.
`ts_in_delta`	int32_t	The matching-engine-sending timestamp expressed as the number of nanoseconds before `ts_recv`. See ts_in_delta.
`sequence`	uint32_t	The message sequence number assigned at the venue.