Message

TwoSidedQuote

The best bid and ask quote for a stock. The stock ticker is the Kafka message key.

fields5 topicticker-quotes used byStockScreenerState

▶Proto definition.proto

message TwoSidedQuote {
  int64 bid = 1;
  int64 bid_quantity = 2;
  int64 ask = 3;
  int64 ask_quantity = 4;
  int64 time = 5;
}

Fields

bid int64 1

Best bid price multiplied by 1,000.

bid_quantity int64 2

Number of shares available at the best bid price.

ask int64 3

Best ask price multiplied by 1,000.

ask_quantity int64 4

Number of shares available at the best ask price.

time int64 5

Quote source time as a Unix timestamp in milliseconds.