Fields
The number on the right of each row is the protobuf field number.symbolstring1
The ticker symbol the trade is for.
market_centerstring2
The market center where the trade executed. Can be one of: 1. Q => Nasdaq Stock Market (lit) 2. L or 2 => TRF (dark pool/off lit) 3. B or X => lit
security_classstring3
Security class code
control_numberstring4
Identifier the upstream feed assigns to this trade message. Trade cancellations and corrections reference this same control number (see TradeCancel) to point back at the original print.
pricestring5
The price at which the trade executed
sizeint326
The size of the trade. At the time of writing this there are no fractional trades but they are planned to go live this year (2026). In that case the protobuf will be extended with a new field that will have the fractional shares value.
volumeint647
The consolidated volume across all market places till now. This volume represents the total volume you see across websites, tv and on your broker.
trade_settlementstring8
Deprecated: do not use, use trade_settlement_enum instead. The settlement type as a lower case string (e.g. “regular”, “cash”, “next_day”, “seller”).
trade_codestring9
Deprecated: do not use, use trade_code_enum instead. The trade code as a lower case string (e.g. “opening_print”), or “empty” when the trade has none.
ext_hour_sold_codesstring10
Deprecated: do not use, use ext_hour_sold_codes_enum instead. The extended hours/sold code as a lower case string, or “empty” when the trade has none.
sale_cond_codesstring11
Deprecated: do not use, use sale_cond_codes_enum instead. The special sale condition code as a lower case string, or “empty” when the trade has none.
executed_atint6412
The time at which the trade executed in milliseconds since 1970 (unix)
tracking_idint6413
Internal tracking id of the trade
issue_typestring14
Deprecated: do not use, use ticker_info.issue_type instead, which is a well defined enum.
nbbo_bidstring15
The bid at the time of the trade. Note that when TRF trades are being pushed the BID does not represent the bid at the time of the TRF (off lit) trade but rather the bid at the time the TRF trade hit the tape.
nbbo_askstring16
The ask at the time of the trade. Note that when TRF trades are being pushed the BID does not represent the ask at the time of the TRF (off lit) trade but rather the ask at the time the TRF trade hit the tape.
nbbo_bid_quantityint6417
The number of shares available at the NBBO bid at the time of the trade. The same TRF caveat as nbbo_bid applies.
nbbo_ask_quantityint6418
The number of shares available at the NBBO ask at the time of the trade. The same TRF caveat as nbbo_ask applies.
updates_high_lowbool19
A boolean flag whether this trade is eligible for updating the open, high, low and close of a stock for the trading day. If you are using this data to build the daily OHLC of a stock live then you need to respect this flag as there is a lot of trades that are not eligible for updating the OHLC data.
The settlement type as a typed enum.
The trade code as a typed enum (an *_EMPTY value when the trade has none).
The extended hours/sold code as a typed enum (an *_EMPTY value when the trade has none).
The special sale condition code as a typed enum (an *_EMPTY value when the trade has none).
ticker_idint3224
Internal unique ID for the given ticker at UW.
trf_executed_atint6425
For TRF (off lit) trades, the time the trade actually executed, in milliseconds since 1970 (unix). This differs from executed_at, which is when the trade hit the consolidated tape, only set for TRF prints.
Information about the ticker such as sector, industry, next earnings date and more.