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