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