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Version: Upcoming

StockPrintSetHist

Description

Stock Print Set records are created for each print at the time of the print and updated 1 Minute and 10 Minutes after to record trade performance.

Schema Definition

Field NameData TypeDescription
ticker_atstringUnderlying asset type
ticker_tsstringUnderlying ticker source
ticker_tkstringUnderlying ticker
timestamptimestampTimestamp of last update to record - UTC
prtNumberbigintUnique print set identifier, will increment but not guaranteed to be sequential
securityIDbigintSpiderRock security ID
tradingDatedateTrading date
tradingSessionstringTrading session ('None','RegularMkt','PreMkt','PostMkt','PostMktETF','NextDay')
prtExchstringExchange where trade/print took place
prtSizefloatNumber of shares in the trade
prtPricefloatPrint price
prtClusterNumintIncremental print cluster counter
prtClusterSizefloatCumulative size of prints in this sequence
prtVolumedoubleTotal volume as of the print time
mrkPricefloatMarket price at print time
prtTypeintPrint type code
prtCond1intPrint condition 1
prtCond2intPrint condition 2
prtCond3intPrint condition 3
prtCond4intPrint condition 4
prtSidestringSR-inferred print side ('None','Mid','Bid','Ask')
prtTimestampbigintExchange high precision timestamp in Unix epoch (if available)
netTimestampbigintSR Gateway timestamp in Unix epoch
bidPricefloatNBBO bid at print time
askPricefloatNBBO ask at print time
bidSizeintNBBO cumulative bid size at print time
askSizeintNBBO cumulative ask size at print time
bidPrice2floatSecond level NBBO bid price
askPrice2floatSecond level NBBO ask price
bidSize2intCumulative size on the second level bid price
askSize2intCumulative size on the second level ask price
prtProbabilityfloatSR probability that buying prtSize shares @ prtPrice will have positive pnl 1 minute after time of print
bidPriceM1floatNBBO bid 1 minute after print time
askPriceM1floatNBBO ask 1 minute after print time
prtPriceM1floatPrice 1 minute after print time
pnlM1floatDelta neutral pnl 1 minute after print time
pnlM1ErrstringInternal use
bidPriceM10floatNBBO bid 10 minutes after print time
askPriceM10floatNBBO ask 10 minutes after print time
prtPriceM10floatPrice 10 minutes after print time
pnlM10floatDelta neutral pnl 10 minutes after print time
pnlM10ErrstringInternal use

Start Dates

US start dates
ExchangeStart Date
NMS2025-10-01
EU start dates
ExchangeStart Date
BXE2025-11-20
CXE2025-11-20
DXE2025-11-20
SCE2026-04-17

Differences to V7

  • timestamp_cst was removed as it is redundant with timestamp