Fields
The number on the right of each row is the protobuf field number.tickerstring1
The stock ticker. Also the Kafka message key.
datestring2
The trading date in YYYY-MM-DD format.
tape_timeint643
Execution time of the latest trade in the incremental update in Unix epoch milliseconds.
dark_pool_volumeint644
Shares traded off lit at this price level in the incremental update.
regular_volumeint645
Shares traded on lit venues at this price level in the incremental update.
pricedouble6
The stock price level represented by this incremental update.
dark_pool_tradesint327
Number of off lit trades at this price level in the incremental update.
regular_tradesint328
Number of lit trades at this price level in the incremental update.