Fields
The number on the right of each row is the protobuf field number.tickerstring1
The stock symbol. Also the Kafka message key.
total_volumeint642
Cumulative shares traded for the whole day so far, across all sessions.
start_total_volumeint643
Snapshot of total_volume at the start of the current market_time session. 0 during premarket.
volumeint644
Shares traded within the current market_time session only (total_volume - start_total_volume).
opendouble5
First trade price of the current session.
closedouble6
Most recent trade price of the current session.
highdouble7
Highest trade price of the current session.
lowdouble8
Lowest trade price of the current session.
tape_timeint649
Execution time of the latest trade in milliseconds since 1970 (unix).
datestring10
The New York trading date in YYYY-MM-DD format.
The trading session this state belongs to.
