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Examples and tutorials

Schemas and data formats

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Venues and datasets

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Databento US Equities Mini

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Security master

IEX TOPS

Dataset ID: IEXG.TOPS

IEX disseminates top-of-book and trade information for its US equities exchange through their IEX TOPS feed over the IEX-TP v1 protocol, which Databento receives over UDP multicast in our NY4 data center.

PDF specifications are available through IEX's website for IEX TOPS and IEX-TP v1.

Info
The Databento team is currently working on this article.

Timestamps

IEX TOPS messages received by Databento 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.

Databento Field	IEX Field	Description
`ts_recv`	N/A	The capture-server-received timestamp.
`ts_event`	Timestamp (TOPS)	The matching-engine-received timestamp.
`ts_in_delta`	Send Time (TP)	The matching-engine-sending timestamp.

More details about our timestamps are available in our timestamping guide.