TwoSidedQuote

Show Proto definition

schema.proto

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

Fields

The number on the right of each row is the protobuf field number.

bidint641

Best bid price multiplied by 1,000.

bid_quantityint642

Number of shares available at the best bid price.

askint643

Best ask price multiplied by 1,000.

ask_quantityint644

Number of shares available at the best ask price.

timeint645

Quote source time as a Unix timestamp in milliseconds.