Skip to content

Latest commit

 

History

History
154 lines (126 loc) · 3.76 KB

lastsale.md

File metadata and controls

154 lines (126 loc) · 3.76 KB
Raw

Last Sale

The latest last sale eligible transaction, according to condition rules, for one or more symbols.

Endpoint

GET https://<base_url>/v1/<source>/<offset>/equities/lastsale/<symbols>

URI Parameters

<source> - Data source; acceptable values: Nasdaq, BX, PSX, CQT

<offset> - Real-time or 15 minute delayed data; acceptable values: realtime, delayed

<symbols> - Security identifier(s): if more than one, use comma separated list

Headers

"Authorization: Bearer <token>"

Request Body

none

Response Body

[
  {
    "symbol": "string",
    "timestamp": "string",
    "price": number,
    "size": number,
    "conditions": "string",
    "exchange": "string",
    "securityClass": "string",
    "changeIndicator": number
  }
]
Field Name Type Description
Date + Timestamp timestamp string Trade timestamp, format: YYYY-MM-DDThh:mm:ss.s
Symbol symbol string
Price price number
Size size number
Exchange exchange string Exchange where trade took place (see table below)
Conditions conditions string SAle condition modifier consists of four levels (see table below)
Security Class securityClass string Indicates Listing Venue (see table below)
Change Indicator changeIndicator number Change from previous sale: downtick (-1); flat (0); uptick (+1);
Conditions

Level 1 - Settlement type information

Code Value
@ Regular Settlement
C Cash Settlement
N Next Day Settlement
R Seller Settlement

Level 2 - SEC Regulation NMS trade through exemption codes

Code Value
F Intermarket Sweep
O Opening Print
4 Derivative Priced
5 Re-Opening Print
6 Closing Print
7 Qualified Contingent Trade (QCT)
< space > Not applicable

Level 3 - Extended hours or sold codes

Code Value
T Extended Hours Trade
U Extended Hours Trade –Reported Late or Out of Sequence
L Sold Last –Reported Late But In Sequence
Z Sold –Out of Sequence
< space > Not applicable

Level 4 - Special sale condition codes (field is case sensitive)

Code Value
A Acquisition
B Bunched
D Distribution
H Price Variation Transaction
M Nasdaq Official Close Price (NOCP)
P Prior Reference Price
Q Nasdaq Official Opening Price (NOOP)
S Split Trade
V Contingent Trade
W Average Price Trade
X Cross Trade
o Odd Lot Xxecution
x Odd Lot Cross Execution
< space > Not applicable
Exchanges
Source Code Value
Nasdaq, BX, PSX, CQT Q The Nasdaq Stock Market
CQT N New York Stock Exchange, LLC
CQT B Nasdaq BX, Inc.
CQT E Market Independent
CQT D FINRA Alternative Display Facility
CQT Z Cboe BZX Exchange, Inc.
CQT T The NASDAQ Stock Market, LLC
CQT I International Securities Exchange
CQT U Members Exchange
CQT W Cboe Stock Exchange
CQT u Other OTC Markets
CQT J Cboe EDGA Exchange, Inc.
CQT M Chicago Stock Exchange
CQT Y Cboe BYX Exchange, Inc.
CQT C NYSE National, Inc.
CQT X Nasdaq PSX (PSX)
CQT A NYSE American
CQT K Cboe EDGX Exchange, Inc.
CQT P NYSE Arca, Inc.
CQT L Long-term Stock Exchange
CQT H MIAX Exchange

Example

Request

curl --location --request GET 'https://example.com/v1/nasdaq/realtime/equities/lastsale/ZVZZT' \
--header "Authorization: Bearer example_token"

Response

[
  {
    "symbol": "ZVZZT",
    "timestamp": "2021-07-09T09:17:01.383",
    "price": 10.15,
    "size": 9,
    "conditions": "@ To",
    "exchange": "Q",
    "securityClass": "Q",
    "changeIndicator": 0
  }
]