Message

TradeReport

The consolidated stock tape

fields26 deprecated5 topicall-trade-report

▶Proto definition.proto

message TradeReport {
  string symbol = 1;
  string market_center = 2;
  string security_class = 3;
  string control_number = 4;
  string price = 5;
  int32 size = 6;
  int64 volume = 7;
  string trade_settlement = 8;
  string trade_code = 9;
  string ext_hour_sold_codes = 10;
  string sale_cond_codes = 11;
  int64 executed_at = 12;
  int64 tracking_id = 13;
  string issue_type = 14;
  string nbbo_bid = 15;
  string nbbo_ask = 16;
  int64 nbbo_bid_quantity = 17;
  int64 nbbo_ask_quantity = 18;
  bool updates_high_low = 19;
  TradeSettlement trade_settlement_enum = 20;
  TradeCodes trade_code_enum = 21;
  ExthourSoldCodes ext_hour_sold_codes_enum = 22;
  SpecialSaleConditionsCodes sale_cond_codes_enum = 23;
  int32 ticker_id = 24;
  int64 trf_executed_at = 25;
  TickerInfo ticker_info = 26;
}

Fields

symbol string 1

The ticker symbol the trade is for.

market_center string 2

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_class string 3

Security class code

control_number string 4

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.

price string 5

The price at which the trade executed

size int32 6

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.

volume int64 7

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_settlement string deprecated 8

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_code string deprecated 9

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_codes string deprecated 10

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_codes string deprecated 11

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_at int64 12

The time at which the trade executed in milliseconds since 1970 (unix)

tracking_id int64 13

Internal tracking id of the trade

issue_type string deprecated 14

Deprecated: do not use, use ticker_info.issue_type instead, which is a well defined enum.

nbbo_bid string 15

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_ask string 16

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_quantity int64 17

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_quantity int64 18

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_low bool 19

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.

trade_settlement_enum TradeSettlement 20

The settlement type as a typed enum.

trade_code_enum TradeCodes 21

The trade code as a typed enum (an *_EMPTY value when the trade has none).

ext_hour_sold_codes_enum ExthourSoldCodes 22

The extended hours/sold code as a typed enum (an *_EMPTY value when the trade has none).

sale_cond_codes_enum SpecialSaleConditionsCodes 23

The special sale condition code as a typed enum (an *_EMPTY value when the trade has none).

ticker_id int32 24

Internal unique ID for the given ticker at UW.

trf_executed_at int64 25

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.

ticker_info TickerInfo 26

Information about the ticker such as sector, industry, next earnings date and more.