< API Reference
GET
/allaccess/time-and-sales/pre-trade-snapshot-and-interval?min_time={min_time}&max_time={max_time}&time_ranges={time_ranges}&condition_id={condition_id}&mode={mode}&start_sequence_number={start_sequence_number}&exchange_id={exchange_id}&limit={limit}&order_by_time={order_by_time}&date={date}&symbol={symbol}
Obtain historical snapshot of the latest quote across all exchanges prior to the user-specified time range. Get trade and quote data within the defined time range. Subscription to licensed data provider(s) is required for live and delayed requests.

Example URI

Live (6 points)

https://api.livevol.com/v1/live/allaccess/time-and-sales/pre-trade-snapshot-and-interval?min_time=09:30:00.001&max_time=15:39:58.123&time_ranges=09:30:01-09:30:05,09:30:11-09:30:15&condition_id=0&mode=NBBO_CHANGES&start_sequence_number=0&exchange_id=1&limit=10&order_by_time=ASC&date=2019-01-18&symbol=AAPL

Delayed (10 points)

https://api.livevol.com/v1/delayed/allaccess/time-and-sales/pre-trade-snapshot-and-interval?min_time=09:30:00.001&max_time=15:39:58.123&time_ranges=09:30:01-09:30:05,09:30:11-09:30:15&condition_id=0&mode=NBBO_CHANGES&start_sequence_number=0&exchange_id=1&limit=10&order_by_time=ASC&date=2019-01-18&symbol=AAPL

Historical (10 points)

Historical data available from 2003.
To make a historical request, set the 'date' parameter to a day prior to the current day using the live or delayed endpoint.

https://api.livevol.com/v1/live/allaccess/time-and-sales/pre-trade-snapshot-and-interval?min_time=09:30:00.001&max_time=15:39:58.123&time_ranges=09:30:01-09:30:05,09:30:11-09:30:15&condition_id=0&mode=NBBO_CHANGES&start_sequence_number=0&exchange_id=1&limit=10&order_by_time=ASC&date=2019-01-18&symbol=AAPL
https://api.livevol.com/v1/delayed/allaccess/time-and-sales/pre-trade-snapshot-and-interval?min_time=09:30:00.001&max_time=15:39:58.123&time_ranges=09:30:01-09:30:05,09:30:11-09:30:15&condition_id=0&mode=NBBO_CHANGES&start_sequence_number=0&exchange_id=1&limit=10&order_by_time=ASC&date=2019-01-18&symbol=AAPL

Request Information

URI Parameters

Name Description Type Additional information
min_time

First millisecond after midnight which will be included in the results (i.e. "09:30:00.001") (Eastern Standard Time)

time interval

Constraint: value should be less than or equal to max_time value

Range: inclusive between 00:00:00.000 and 23:59:59.999

max_time

Last millisecond after midnight which will be included in the results (i.e. "15:39:58.123") (Eastern Standard Time)

time interval

Constraint: value should be greater than or equal to min_time value

Range: inclusive between 00:00:00.000 and 23:59:59.999

time_ranges

Can be used instead of (or as a complement to) min_time max_time

string

None

condition_id

Comma-separated list of Condition ids

string

None

mode

Mode

string

Allowed values are [ ALL_QUOTES, NBBO_CHANGES, QUOTES_ON_NBBO ]

Default value is: ALL_QUOTES

start_sequence_number

Start sequence number

integer

Range: inclusive between 0 and 9.22337203685478E+18

exchange_id

Exchange id

byte

Range: inclusive between 0 and 255

limit

Limit

integer

Default value is: 10000

Range: inclusive between 0 and 10000

order_by_time

Descending or ascending order by time

string

Allowed values are [ ASC, DESC ]

Default value is: ASC

date

Trading date

string

Required

Date in yyyy-MM-dd format. (i.e. 2019-01-18)

symbol

Stock symbol or OSI-formatted option symbol

string

Required

OSI-formatted Option Symbol consists of the following:

  • Root of underlying, index, or ETF
  • Expiration date, represented as yymmdd
  • Option type, represented as P or C for put or call
  • Strike, represented as the price x 1000, front padded with 0s totalling 8 digits
For ex., call option for AAPL expiring 03 / 05 / 2021 with strike of $70.00 can be denoted as AAPL210305C00070000.

Response Information

Resource Description

Collection of TradesMixedWithQuotesGroup

Name Description Type Additional information

Latest quote from each exchange prior to the specified time range (for non-zero bid size and ask size).

Collection of types:
UnderlyingQuote
OptionQuote

None

UnderlyingQuote

Name Description Type Additional information SIP Provider
bid_size

Bid size

integer

SIP subscription is required for live or delayed requests

CTA & UTP

CSMI

bid

Bid

decimal number

SIP subscription is required for live or delayed requests

CTA & UTP

CSMI

ask_size

Ask size

integer

SIP subscription is required for live or delayed requests

CTA & UTP

CSMI

ask

Ask

decimal number

SIP subscription is required for live or delayed requests

CTA & UTP

CSMI

flag

Bit mask flag

integer

1=NBBO_BEST_BID, 2=NBBO_BEST_ASK

None

best_ask_exchange

Best ask exchange

byte

None

None

best_bid_exchange

Best bid exchange

byte

None

None

timestamp

Timestamp

string

None

None

exchange_id

Exchange id

byte

None

None

condition_id

Condition id

byte

None

None

seq_no

Sequence number

integer

None

None

nbbo_bid

NBBO bid

decimal number

None

None

nbbo_bid_size

NBBO bid size

integer

None

None

nbbo_ask

NBBO ask

decimal number

None

None

nbbo_ask_size

NBBO ask size

integer

None

None

OptionQuote

Name Description Type Additional information SIP Provider
bid_size

Bid size

integer

SIP subscription is required for live or delayed requests

OPRA

bid

Bid

decimal number

SIP subscription is required for live or delayed requests

OPRA

ask_size

Ask size

integer

SIP subscription is required for live or delayed requests

OPRA

ask

Ask

decimal number

SIP subscription is required for live or delayed requests

OPRA

underlying_bid

Underlying bid

decimal number

SIP subscription is required for live or delayed requests; otherwise, returns null

CTA & UTP

CSMI

underlying_ask

Underlying ask

decimal number

SIP subscription is required for live or delayed requests; otherwise, returns null

CTA & UTP

CSMI

flag

Bit mask flag

integer

1=NBBO_BEST_BID, 2=NBBO_BEST_ASK

None

best_ask_exchange

Best ask exchange

byte

None

None

best_bid_exchange

Best bid exchange

byte

None

None

timestamp

Timestamp

string

None

None

exchange_id

Exchange id

byte

None

None

condition_id

Condition id

byte

None

None

seq_no

Sequence number

integer

None

None

nbbo_bid

NBBO bid

decimal number

None

None

nbbo_bid_size

NBBO bid size

integer

None

None

nbbo_ask

NBBO ask

decimal number

None

None

nbbo_ask_size

NBBO ask size

integer

None

None

Trades and Quotes in time interval

Collection of types:
OptionTrade
OptionQuote

Collection of types:
UnderlyingTrade
UnderlyingQuote

None

OptionTrade

Name Description Type Additional information SIP Provider
security

Option OSI Symbol

string

None

None

root

Option root

string

None

None

expiry

Option expiration date

string

None

None

strike

Option strike

decimal number

None

None

option_type

Option type

string

'C' for Call, 'P' for Put

None

option_ask

NBBO ask

decimal number

SIP subscription is required for live or delayed requests

OPRA

option_ask_size

NBBO ask size

integer

SIP subscription is required for live or delayed requests

OPRA

option_bid

NBBO bid

decimal number

SIP subscription is required for live or delayed requests

OPRA

option_bid_size

NBBO bid size

integer

SIP subscription is required for live or delayed requests

OPRA

option_trade_price

Option trade price

decimal number

SIP subscription is required for live or delayed requests

OPRA

option_trade_size

Option trade size

integer

SIP subscription is required for live or delayed requests

OPRA

option_trade_at

Trade price in relation to options market

string

Possible values are [Below Bid, On Bid, Mid Market, On Ask, Above Ask, Crossed Market, No Market]

None

underlying_bid

Underlying bid

decimal number

SIP subscription is required for live or delayed requests; otherwise, returns null

CTA & UTP

CSMI

underlying_ask

Underlying ask

decimal number

SIP subscription is required for live or delayed requests; otherwise, returns null

CTA & UTP

CSMI

condition_id

Trade Condition ID

Condition id

byte

None

None

exchange_id

Trade Exchange ID

Exchange id

byte

None

None

exchange_seq_no

Exchange sequence number

integer

None

None

cancel_flag

Cancel flag

integer

0=normal, 1=canceled trade, 2=cancel trade message

None

timestamp

Timestamp

string

None

None

seq_no

Sequence number

integer

None

None

OptionQuote

Name Description Type Additional information SIP Provider
bid_size

Bid size

integer

SIP subscription is required for live or delayed requests

OPRA

bid

Bid

decimal number

SIP subscription is required for live or delayed requests

OPRA

ask_size

Ask size

integer

SIP subscription is required for live or delayed requests

OPRA

ask

Ask

decimal number

SIP subscription is required for live or delayed requests

OPRA

underlying_bid

Underlying bid

decimal number

SIP subscription is required for live or delayed requests; otherwise, returns null

CTA & UTP

CSMI

underlying_ask

Underlying ask

decimal number

SIP subscription is required for live or delayed requests; otherwise, returns null

CTA & UTP

CSMI

flag

Bit mask flag

integer

1=NBBO_BEST_BID, 2=NBBO_BEST_ASK

None

best_ask_exchange

Best ask exchange

byte

None

None

best_bid_exchange

Best bid exchange

byte

None

None

timestamp

Timestamp

string

None

None

exchange_id

Exchange id

byte

None

None

condition_id

Condition id

byte

None

None

seq_no

Sequence number

integer

None

None

nbbo_bid

NBBO bid

decimal number

None

None

nbbo_bid_size

NBBO bid size

integer

None

None

nbbo_ask

NBBO ask

decimal number

None

None

nbbo_ask_size

NBBO ask size

integer

None

None

UnderlyingTrade

Name Description Type Additional information SIP Provider
security

Underlying symbol

string

None

None

underlying_ask

NBBO ask

decimal number

SIP subscription is required for live or delayed requests

CTA & UTP

CSMI

underlying_ask_size

NBBO ask size

integer

SIP subscription is required for live or delayed requests

CTA & UTP

CSMI

underlying_bid

NBBO bid

decimal number

SIP subscription is required for live or delayed requests

CTA & UTP

CSMI

underlying_bid_size

NBBO bid size

integer

SIP subscription is required for live or delayed requests

CTA & UTP

CSMI

underlying_trade_price

Underlying trade price

decimal number

SIP subscription is required for live or delayed requests

CTA & UTP

CSMI

underlying_trade_size

Underlying trade size

integer

SIP subscription is required for live or delayed requests

CTA & UTP

CSMI

underlying_trade_at

Underlying trade price in relation to underlying market

string

Possible values are [Below Bid, On Bid, Mid Market, On Ask, Above Ask, Crossed Market, No Market]

None

condition_id

Trade Condition ID

Condition id

byte

None

None

exchange_id

Trade Exchange ID

Exchange id

byte

None

None

exchange_seq_no

Exchange sequence number

integer

None

None

cancel_flag

Cancel flag

integer

0=normal, 1=canceled trade, 2=cancel trade message

None

timestamp

Timestamp

string

None

None

seq_no

Sequence number

integer

None

None

UnderlyingQuote

Name Description Type Additional information SIP Provider
bid_size

Bid size

integer

SIP subscription is required for live or delayed requests

CTA & UTP

CSMI

bid

Bid

decimal number

SIP subscription is required for live or delayed requests

CTA & UTP

CSMI

ask_size

Ask size

integer

SIP subscription is required for live or delayed requests

CTA & UTP

CSMI

ask

Ask

decimal number

SIP subscription is required for live or delayed requests

CTA & UTP

CSMI

flag

Bit mask flag

integer

1=NBBO_BEST_BID, 2=NBBO_BEST_ASK

None

best_ask_exchange

Best ask exchange

byte

None

None

best_bid_exchange

Best bid exchange

byte

None

None

timestamp

Timestamp

string

None

None

exchange_id

Exchange id

byte

None

None

condition_id

Condition id

byte

None

None

seq_no

Sequence number

integer

None

None

nbbo_bid

NBBO bid

decimal number

None

None

nbbo_bid_size

NBBO bid size

integer

None

None

nbbo_ask

NBBO ask

decimal number

None

None

nbbo_ask_size

NBBO ask size

integer

None

None

start_time

First millisecond after midnight which will be included in the results (i.e. "09:30:00.001") (Eastern Standard Time)

string

None

end_time

Last millisecond after midnight which will be included in the results (i.e. "15:39:58.123") (Eastern Standard Time)

string

None

Response Formats

application/json, text/json

Sample:
[
  {
    "leading_quotes": [
      {
        "bid_size": 100,
        "bid": 300.1,
        "ask_size": 100,
        "ask": 300.8,
        "underlying_bid": 299.5,
        "underlying_ask": 301.5,
        "flag": 1,
        "best_ask_exchange": 3,
        "best_bid_exchange": 3,
        "timestamp": "09:30:00.001",
        "exchange_id": 3,
        "condition_id": 5,
        "seq_no": 3123313,
        "nbbo_bid": 10.05,
        "nbbo_bid_size": 100,
        "nbbo_ask": 10.75,
        "nbbo_ask_size": 85
      },
      {
        "bid_size": 2000,
        "bid": 300.2,
        "ask_size": 2000,
        "ask": 300.9,
        "underlying_bid": 499.9,
        "underlying_ask": 501.9,
        "flag": 2,
        "best_ask_exchange": 4,
        "best_bid_exchange": 4,
        "timestamp": "15:39:58.123",
        "exchange_id": 4,
        "condition_id": 6,
        "seq_no": 412333312,
        "nbbo_bid": 10.55,
        "nbbo_bid_size": 120,
        "nbbo_ask": 10.95,
        "nbbo_ask_size": 90
      }
    ],
    "interval_data": [
      {
        "security": "D200925C00030000",
        "root": "D",
        "expiry": "2020-09-25",
        "strike": 30.0,
        "option_type": "P",
        "option_ask": 10.75,
        "option_ask_size": 85,
        "option_bid": 10.05,
        "option_bid_size": 100,
        "option_trade_price": 300.5,
        "option_trade_size": 100,
        "option_trade_at": "Below Bid",
        "underlying_bid": 299.5,
        "underlying_ask": 301.5,
        "condition_id": 5,
        "exchange_id": 3,
        "exchange_seq_no": 3333,
        "cancel_flag": 0,
        "timestamp": "09:30:00.001",
        "seq_no": 3123313
      },
      {
        "bid_size": 2000,
        "bid": 300.2,
        "ask_size": 2000,
        "ask": 300.9,
        "underlying_bid": 499.9,
        "underlying_ask": 501.9,
        "flag": 2,
        "best_ask_exchange": 4,
        "best_bid_exchange": 4,
        "timestamp": "15:39:58.123",
        "exchange_id": 4,
        "condition_id": 6,
        "seq_no": 412333312,
        "nbbo_bid": 10.55,
        "nbbo_bid_size": 120,
        "nbbo_ask": 10.95,
        "nbbo_ask_size": 90
      }
    ],
    "start_time": "09:30:01.000",
    "end_time": "09:30:05.000"
  },
  {
    "leading_quotes": [
      {
        "bid_size": 100,
        "bid": 300.1,
        "ask_size": 100,
        "ask": 300.8,
        "underlying_bid": 299.5,
        "underlying_ask": 301.5,
        "flag": 1,
        "best_ask_exchange": 3,
        "best_bid_exchange": 3,
        "timestamp": "09:30:00.001",
        "exchange_id": 3,
        "condition_id": 5,
        "seq_no": 3123313,
        "nbbo_bid": 10.05,
        "nbbo_bid_size": 100,
        "nbbo_ask": 10.75,
        "nbbo_ask_size": 85
      },
      {
        "bid_size": 2000,
        "bid": 300.2,
        "ask_size": 2000,
        "ask": 300.9,
        "underlying_bid": 499.9,
        "underlying_ask": 501.9,
        "flag": 2,
        "best_ask_exchange": 4,
        "best_bid_exchange": 4,
        "timestamp": "15:39:58.123",
        "exchange_id": 4,
        "condition_id": 6,
        "seq_no": 412333312,
        "nbbo_bid": 10.55,
        "nbbo_bid_size": 120,
        "nbbo_ask": 10.95,
        "nbbo_ask_size": 90
      }
    ],
    "interval_data": [
      {
        "security": "D200925C00030000",
        "root": "D",
        "expiry": "2020-09-25",
        "strike": 30.0,
        "option_type": "P",
        "option_ask": 10.75,
        "option_ask_size": 85,
        "option_bid": 10.05,
        "option_bid_size": 100,
        "option_trade_price": 300.5,
        "option_trade_size": 100,
        "option_trade_at": "Below Bid",
        "underlying_bid": 299.5,
        "underlying_ask": 301.5,
        "condition_id": 5,
        "exchange_id": 3,
        "exchange_seq_no": 3333,
        "cancel_flag": 0,
        "timestamp": "09:30:00.001",
        "seq_no": 3123313
      },
      {
        "bid_size": 2000,
        "bid": 300.2,
        "ask_size": 2000,
        "ask": 300.9,
        "underlying_bid": 499.9,
        "underlying_ask": 501.9,
        "flag": 2,
        "best_ask_exchange": 4,
        "best_bid_exchange": 4,
        "timestamp": "15:39:58.123",
        "exchange_id": 4,
        "condition_id": 6,
        "seq_no": 412333312,
        "nbbo_bid": 10.55,
        "nbbo_bid_size": 120,
        "nbbo_ask": 10.95,
        "nbbo_ask_size": 90
      }
    ],
    "start_time": "09:30:11.000",
    "end_time": "09:30:15.000"
  }
]

application/xml, text/xml

Sample:
<trades_and_quotes_groups xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <trades_and_quotes_group>
    <end_time>09:30:05.000</end_time>
    <interval_data>
      <message xmlns="" i:type="option_trade">
        <condition_id>5</condition_id>
        <exchange_id>3</exchange_id>
        <nbbo_ask>10.75</nbbo_ask>
        <nbbo_ask_size>85</nbbo_ask_size>
        <nbbo_bid>10.05</nbbo_bid>
        <nbbo_bid_size>100</nbbo_bid_size>
        <seq_no>3123313</seq_no>
        <timestamp>09:30:00.001</timestamp>
        <cancel_flag>0</cancel_flag>
        <exchange_seq_no>3333</exchange_seq_no>
        <price>300.5</price>
        <security>D200925C00030000</security>
        <size>100</size>
        <trade_at>Below Bid</trade_at>
        <expiry>2020-09-25</expiry>
        <option_type>P</option_type>
        <root>D</root>
        <strike>30</strike>
        <underlying_ask>301.5</underlying_ask>
        <underlying_bid>299.5</underlying_bid>
      </message>
      <message xmlns="" i:type="option_quote">
        <condition_id>6</condition_id>
        <exchange_id>4</exchange_id>
        <nbbo_ask>10.95</nbbo_ask>
        <nbbo_ask_size>90</nbbo_ask_size>
        <nbbo_bid>10.55</nbbo_bid>
        <nbbo_bid_size>120</nbbo_bid_size>
        <seq_no>412333312</seq_no>
        <timestamp>15:39:58.123</timestamp>
        <ask>300.9</ask>
        <ask_size>2000</ask_size>
        <best_ask_exchange>4</best_ask_exchange>
        <best_bid_exchange>4</best_bid_exchange>
        <bid>300.2</bid>
        <bid_size>2000</bid_size>
        <flag>2</flag>
        <underlying_ask>501.9</underlying_ask>
        <underlying_bid>499.9</underlying_bid>
      </message>
    </interval_data>
    <leading_quotes>
      <quote xmlns="" i:type="option_quote">
        <condition_id>5</condition_id>
        <exchange_id>3</exchange_id>
        <nbbo_ask>10.75</nbbo_ask>
        <nbbo_ask_size>85</nbbo_ask_size>
        <nbbo_bid>10.05</nbbo_bid>
        <nbbo_bid_size>100</nbbo_bid_size>
        <seq_no>3123313</seq_no>
        <timestamp>09:30:00.001</timestamp>
        <ask>300.8</ask>
        <ask_size>100</ask_size>
        <best_ask_exchange>3</best_ask_exchange>
        <best_bid_exchange>3</best_bid_exchange>
        <bid>300.1</bid>
        <bid_size>100</bid_size>
        <flag>1</flag>
        <underlying_ask>301.5</underlying_ask>
        <underlying_bid>299.5</underlying_bid>
      </quote>
      <quote xmlns="" i:type="option_quote">
        <condition_id>6</condition_id>
        <exchange_id>4</exchange_id>
        <nbbo_ask>10.95</nbbo_ask>
        <nbbo_ask_size>90</nbbo_ask_size>
        <nbbo_bid>10.55</nbbo_bid>
        <nbbo_bid_size>120</nbbo_bid_size>
        <seq_no>412333312</seq_no>
        <timestamp>15:39:58.123</timestamp>
        <ask>300.9</ask>
        <ask_size>2000</ask_size>
        <best_ask_exchange>4</best_ask_exchange>
        <best_bid_exchange>4</best_bid_exchange>
        <bid>300.2</bid>
        <bid_size>2000</bid_size>
        <flag>2</flag>
        <underlying_ask>501.9</underlying_ask>
        <underlying_bid>499.9</underlying_bid>
      </quote>
    </leading_quotes>
    <start_time>09:30:01.000</start_time>
  </trades_and_quotes_group>
  <trades_and_quotes_group>
    <end_time>09:30:15.000</end_time>
    <interval_data>
      <message xmlns="" i:type="option_trade">
        <condition_id>5</condition_id>
        <exchange_id>3</exchange_id>
        <nbbo_ask>10.75</nbbo_ask>
        <nbbo_ask_size>85</nbbo_ask_size>
        <nbbo_bid>10.05</nbbo_bid>
        <nbbo_bid_size>100</nbbo_bid_size>
        <seq_no>3123313</seq_no>
        <timestamp>09:30:00.001</timestamp>
        <cancel_flag>0</cancel_flag>
        <exchange_seq_no>3333</exchange_seq_no>
        <price>300.5</price>
        <security>D200925C00030000</security>
        <size>100</size>
        <trade_at>Below Bid</trade_at>
        <expiry>2020-09-25</expiry>
        <option_type>P</option_type>
        <root>D</root>
        <strike>30</strike>
        <underlying_ask>301.5</underlying_ask>
        <underlying_bid>299.5</underlying_bid>
      </message>
      <message xmlns="" i:type="option_quote">
        <condition_id>6</condition_id>
        <exchange_id>4</exchange_id>
        <nbbo_ask>10.95</nbbo_ask>
        <nbbo_ask_size>90</nbbo_ask_size>
        <nbbo_bid>10.55</nbbo_bid>
        <nbbo_bid_size>120</nbbo_bid_size>
        <seq_no>412333312</seq_no>
        <timestamp>15:39:58.123</timestamp>
        <ask>300.9</ask>
        <ask_size>2000</ask_size>
        <best_ask_exchange>4</best_ask_exchange>
        <best_bid_exchange>4</best_bid_exchange>
        <bid>300.2</bid>
        <bid_size>2000</bid_size>
        <flag>2</flag>
        <underlying_ask>501.9</underlying_ask>
        <underlying_bid>499.9</underlying_bid>
      </message>
    </interval_data>
    <leading_quotes>
      <quote xmlns="" i:type="option_quote">
        <condition_id>5</condition_id>
        <exchange_id>3</exchange_id>
        <nbbo_ask>10.75</nbbo_ask>
        <nbbo_ask_size>85</nbbo_ask_size>
        <nbbo_bid>10.05</nbbo_bid>
        <nbbo_bid_size>100</nbbo_bid_size>
        <seq_no>3123313</seq_no>
        <timestamp>09:30:00.001</timestamp>
        <ask>300.8</ask>
        <ask_size>100</ask_size>
        <best_ask_exchange>3</best_ask_exchange>
        <best_bid_exchange>3</best_bid_exchange>
        <bid>300.1</bid>
        <bid_size>100</bid_size>
        <flag>1</flag>
        <underlying_ask>301.5</underlying_ask>
        <underlying_bid>299.5</underlying_bid>
      </quote>
      <quote xmlns="" i:type="option_quote">
        <condition_id>6</condition_id>
        <exchange_id>4</exchange_id>
        <nbbo_ask>10.95</nbbo_ask>
        <nbbo_ask_size>90</nbbo_ask_size>
        <nbbo_bid>10.55</nbbo_bid>
        <nbbo_bid_size>120</nbbo_bid_size>
        <seq_no>412333312</seq_no>
        <timestamp>15:39:58.123</timestamp>
        <ask>300.9</ask>
        <ask_size>2000</ask_size>
        <best_ask_exchange>4</best_ask_exchange>
        <best_bid_exchange>4</best_bid_exchange>
        <bid>300.2</bid>
        <bid_size>2000</bid_size>
        <flag>2</flag>
        <underlying_ask>501.9</underlying_ask>
        <underlying_bid>499.9</underlying_bid>
      </quote>
    </leading_quotes>
    <start_time>09:30:11.000</start_time>
  </trades_and_quotes_group>
</trades_and_quotes_groups>