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Examples and tutorials

Schemas and data formats

Standards and conventions

Venues and datasets

Blue Ocean ATS MEMOIR Depth

Cboe EDGA Depth

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CME Globex MDP 3.0

Databento US Equities Mini

Databento US Equities Summary

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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.

Symbol convention

Raw symbols in this dataset use the Nasdaq convention (e.g. BRK.B, AAC+). See CMS vs. Nasdaq symbology for the per-dataset convention map.

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.