Included in our equities packages are the below data points.
Name | Tag | Type | Units | |
---|---|---|---|---|
Ask Price 2nd Level |
ask_price_2
|
Prices | USD per Share | |
Ask Price 3rd Level |
ask_price_3
|
Prices | USD per Share | |
Ask Price 4th Level |
ask_price_4
|
Prices | USD per Share | |
Ask Price 5th Level |
ask_price_5
|
Prices | USD per Share | |
Ask Size 2nd Level |
ask_size_2
|
Prices | Integer | |
Ask Size 3rd Level |
ask_size_3
|
Prices | Integer | |
Ask Size 4th Level |
ask_size_4
|
Prices | Integer | |
Ask Size 5th Level |
ask_size_5
|
Prices | Integer | |
Bid Price 2nd Level |
bid_price_2
|
Prices | USD per Share | |
Bid Price 3rd Level |
bid_price_3
|
Prices | USD per Share | |
Bid Price 4th Level |
bid_price_4
|
Prices | USD per Share | |
Bid Price 5th Level |
bid_price_5
|
Prices | USD per Share | |
Bid Size 2nd Level |
bid_size_2
|
Prices | Integer | |
Bid Size 3rd Level |
bid_size_3
|
Prices | Integer | |
Bid Size 4th Level |
bid_size_4
|
Prices | Integer | |
Bid Size 5th Level |
bid_size_5
|
Prices | Integer |
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