From Sep 10, 2003
Top of book quotes with nanosecond timestamps from all major U.S. exchanges and darkpools, including NYSE, Nasdaq, Cboe, Finra, and more.
Coverage StartSep 10, 2003
AvailableEnd of day
ticker - string
The exchange symbol that this item is traded under.
ask_exchange - integer
The ask exchange ID.
ask_price - number
The ask price.
ask_size - number
The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price.
bid_exchange - integer
The bid exchange ID.
bid_price - number
The bid price.
bid_size - number
The bid size. This represents the number of round lot orders at the given bid price. The normal round lot size is 100 shares. A bid size of 2 means there are 200 shares for purchase at the given bid price.
conditions - integer
A list of condition codes. If there are multiple conditions, they will appear in quotations, separated by commas.
indicators - integer
A list of indicator codes. If there are multiple indicators, they will appear in quotations, separated by commas.
participant_timestamp - integer
The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the trade was actually generated at the exchange.
sequence_number - integer
The sequence number represents the sequence in which trade events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11). Values reset after each trading session/day.
sip_timestamp - integer
The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this trade from the exchange which produced it.
tape - integer
There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C.
trf_timestamp - integer
The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this trade.
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