The quote event is issued when a viable quote has been created an exchange. This represents the most current bid/ask pricing available.
| Field | Description |
|---|---|
| type | Type of the event |
| symbol | Security symbol for the event |
| bid | Bid price |
| bidsz | Bid size |
| bidexch | Bid exchange |
| biddate | Bid date |
| ask | Ask price |
| asksz | Ask size |
| askexch | Ask exchange |
| askdate | Ask date |
The trade event is sent for all trade events at exchanges. By default, the trade event is filtered to only include valid ticks (removing trade corrections, errors, etc).
| Field | Description |
|---|---|
| type | Type of the event |
| symbol | Security symbol for the event |
| exch | Exchange code reporting the event |
| price | Last price available |
| size | Size of the trade event |
| cvol | Cumulative volume |
| date | Trade date |
| last | Last price (this is a duplicate of price) |
The summary event is triggered when a market session high, low, open, or close event is triggered.
| Field | Description |
|---|---|
| type | Type of the event |
| symbol | Security symbol for the event |
| open | Open price |
| high | High price |
| low | Low price |
| prevClose | Previous close price |
Time and Sale represents a trade or other market event with price, like market open/close price, etc. Time and Sales are intended to provide information about trades in a continuous time slice (unlike Trade events which are supposed to provide snapshot about the current last trade). Timesale events are uniquely sequenced.
| Field | Description |
|---|---|
| type | Type of the event |
| symbol | Security symbol for the event |
| exch | Exchange code reporting the event |
| bid | Bid price |
| ask | Ask price |
| last | Last price |
| size | Size of the event |
| date | Date of the event |
| seq | Sequence number |
| flag | Event flag Reference |
| cancel | Was this a cancel event |
| correction | Was this a correction event |
| session | Market session type of the event |
The trade event is sent for all trade events at exchanges. This payload has more accurate information during the pre/post market sessions. If you plan streaming market data during these sessions, you should use this payload over the trade payload.
| Field | Description |
|---|---|
| type | Type of the event |
| symbol | Security symbol for the event |
| exch | Exchange code reporting the event |
| price | Last price available |
| size | Size of the trade event |
| cvol | Cumulative volume |
| date | Trade date |
| last | Last price (this is a duplicate of price) |