NameDescriptionTypeAdditional information
bid_size

Bid size

integer

None.

bid

Bid

decimal number

None.

ask_size

Ask size

integer

None.

ask

Quote bid

decimal number

None.

flag

Bit mask flag [NBBO_BEST_BID(int value 1), NBBO_BEST_ASK(int value 2)]

integer

None.

best_ask_exchange

Best bid exchange

byte

None.

best_bid_exchange

Best ask exchange

byte

None.

time

Time (Eastern Standard Time)

string

None.

exchange_id

Exchange id

byte

None.

condition_id

Condition id

byte

None.

sequence_number

Sequence number

integer

None.

nbbo_bid

NBBO bid

decimal number

None.

nbbo_bid_size

NBBO bid size

integer

None.

nbbo_ask

NBBO ask

decimal number

None.

nbbo_ask_size

NBBO ask size

integer

None.