# US OTC Equities (Trades only) Schemas FINRA reported trades for OTC instruments ## US_OTC Database includes the following tick types: * DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest * MKT - Market phase / instrument status information * STAT - Static data, e.g. ISIN, description, security type * TRD - Trades ### US_OTC - DAY Daily price and statistical data, e.g. closing price, settlement price, open interest #### US_OTC - DAY Table Schema | Field | Data Type | Description | |-------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | OPEN | double | Open price for the current trading day | | HIGH | double | DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval | | LOW | double | DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval | | CLOSE | double | Closing price | | VOLUME | long | DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | ### US_OTC - MKT Market phase / instrument status information #### US_OTC - MKT Table Schema | Field | Data Type | Description | |----------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | EXCH_TIME | nsectime | Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp | | TRADING_STATUS | string[6] | Indicates whether the instrument is subject to a halt or suspension | | REASON_CODE | string[50] | Reason for an instrument status update | | OMD_STATUS | string[1] | Indicates an instrument’s current trading status. Values are normalized across all DBs. | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | ### US_OTC - STAT Static data, e.g. ISIN, description, security type #### US_OTC - STAT Table Schema | Field | Data Type | Description | |---------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | NAME | string[100] | Description of the instrument | | ISIN | string[12] | ISIN code | | EXCH_SYMBOL | string[20] | Ticker symbol specified by the exchange | | PREV_SYMBOL | string[20] | Previous ticker symbol, in the event of a symbol change | | MIC | string[4] | Market Identifier Code (MIC, ISO 10383) identifying the market on which the instrument is traded | | OPERATING_MIC | string[4] | Market Identifier Code (MIC, ISO 10383) of the exchange that operates the market on which the instrument is traded | | SEC_TYPE | string[40] | Security type, e.g. Equity, ETF, Future | | CURRENCY | string[3] | Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal). | | LOT_SIZE | double | All standard order sizes must be an integer multiple of the Lot Size | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | ### US_OTC - TRD Trades #### US_OTC - TRD Table Schema | Field | Data Type | Description | |------------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | EXCH_TIME | nsectime | Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp | | PRICE | double | TRD: Trade price, IDX: Index value, IND: Indicative price, PRL: Price point to which the depth entry relates, PRL_FULL: Order price, FIXING: Fixing price, RFC: Price associated with a Request for Cross | | SIZE | long | TRD: Trade size, IND: Indicative size, PRL: Size at the relevant price point, PRL_FULL: Order size, RFQ: Size associated with a Request for Quote, RFC: Size associated with a Request for Cross | | SETTLEMENT_TERMS | string[1] | Settlement terms associated with a trade | | LATE_REPORTED | string[1] | Indicates whether a trade was reported late and/or outside normal trading hours | | TRADE_TYPE | string[1] | Type of trade | | TRADE_CURRENCY | string[3] | Currency in which a trade was executed. | | TRADE_ID | string[20] | Trade identifier, generally the ID assigned by the matching engine | | DELETED_TIME | msectime | Internal OneTick field. Usually null unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS). | | TICK_STATUS | int | Internal OneTick field. Always 0 unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS). | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | ## US_OTC_BARS Database includes the following tick types: * DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest * MKT - Market phase / instrument status information * TRD_1D - Daily trade bars * TRD_1M - 1-minute trade bars * VWAP_1H - 1-hour VWAP bars ### US_OTC_BARS - DAY Daily price and statistical data, e.g. closing price, settlement price, open interest #### US_OTC_BARS - DAY Table Schema | Field | Data Type | Description | |-------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | OPEN | double | Open price for the current trading day | | HIGH | double | DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval | | LOW | double | DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval | | CLOSE | double | Closing price | | VOLUME | long | DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | ### US_OTC_BARS - MKT Market phase / instrument status information #### US_OTC_BARS - MKT Table Schema | Field | Data Type | Description | |----------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | OMD_STATUS | string[64] | Indicates an instrument’s current trading status. Values are normalized across all DBs. | | EXCH_TIME | nsectime | Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp | | TRADING_STATUS | string[6] | Indicates whether the instrument is subject to a halt or suspension | | REASON_CODE | string[50] | Reason for an instrument status update | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | ### US_OTC_BARS - TRD_1D Daily trade bars #### US_OTC_BARS - TRD_1D Table Schema | Field | Data Type | Description | |------------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | FIRST_TIME | nsectime | Timestamp of the first eligible trade in the current bar interval | | FIRST | double | Price of the first eligible trade in the current bar interval | | FIRST_SIZE | long | Size of the first eligible trade in the current bar interval | | HIGH_TIME | nsectime | Timestamp of the highest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used. | | HIGH | double | DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval | | HIGH_SIZE | long | Size of the highest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used. | | LOW_TIME | nsectime | Timestamp of the lowest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used. | | LOW | double | DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval | | LOW_SIZE | long | Size of the lowest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used. | | LAST_TIME | nsectime | Timestamp of the last eligible trade in the current bar interval | | LAST | double | Price of the last eligible trade in the current bar interval | | LAST_SIZE | long | Size of the last eligible trade in the current bar interval | | VWAP | double | Volume-weighted average price | | TWAP | double | TIme-weighted average price | | VOLUME | long | DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval | | BUY_VOLUME | long | Traded volume originating from incoming buy orders. Excludes trades involving hidden orders, as well as off-book trades and auction trades, for the which the side of the aggressive order is undefined or unknown. | | SELL_VOLUME | long | Traded volume originating from incoming sell orders. Excludes trades involving hidden orders, as well as off-book trades and auction trades, for the which the side of the aggressive order is undefined or unknown. | | TRADE_CURRENCY | string[3] | Currency in which a trade was executed. | | TRADE_TICK_COUNT | long | Number of eligible trades in the current bar interval | | CLOUD_DB | string[32] | In composite DBs: Identifies the source database for each tick. In bars DBs: Identifies the database containing the tick data used to calculate the bars. | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | ### US_OTC_BARS - TRD_1M 1-minute trade bars #### US_OTC_BARS - TRD_1M Table Schema | Field | Data Type | Description | |------------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | FIRST_TIME | nsectime | Timestamp of the first eligible trade in the current bar interval | | FIRST | double | Price of the first eligible trade in the current bar interval | | FIRST_SIZE | long | Size of the first eligible trade in the current bar interval | | HIGH_TIME | nsectime | Timestamp of the highest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used. | | HIGH | double | DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval | | HIGH_SIZE | long | Size of the highest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used. | | LOW_TIME | nsectime | Timestamp of the lowest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used. | | LOW | double | DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval | | LOW_SIZE | long | Size of the lowest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used. | | LAST_TIME | nsectime | Timestamp of the last eligible trade in the current bar interval | | LAST | double | Price of the last eligible trade in the current bar interval | | LAST_SIZE | long | Size of the last eligible trade in the current bar interval | | VWAP | double | Volume-weighted average price | | TWAP | double | TIme-weighted average price | | VOLUME | long | DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval | | BUY_VOLUME | long | Traded volume originating from incoming buy orders. Excludes trades involving hidden orders, as well as off-book trades and auction trades, for the which the side of the aggressive order is undefined or unknown. | | SELL_VOLUME | long | Traded volume originating from incoming sell orders. Excludes trades involving hidden orders, as well as off-book trades and auction trades, for the which the side of the aggressive order is undefined or unknown. | | TRADE_CURRENCY | string[3] | Currency in which a trade was executed. | | TRADE_TICK_COUNT | long | Number of eligible trades in the current bar interval | | CLOUD_DB | string[32] | In composite DBs: Identifies the source database for each tick. In bars DBs: Identifies the database containing the tick data used to calculate the bars. | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | ### US_OTC_BARS - VWAP_1H 1-hour VWAP bars #### US_OTC_BARS - VWAP_1H Table Schema | Field | Data Type | Description | |-------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | VWAP | double | Volume-weighted average price | | TWAP | double | TIme-weighted average price | | VOLUME | double | DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval | | CURRENCY | string[64] | Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal). | | CLOUD_DB | string[32] | In composite DBs: Identifies the source database for each tick. In bars DBs: Identifies the database containing the tick data used to calculate the bars. | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | ## US_OTC_DAILY Database includes the following tick types: * DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest * STAT - Static data, e.g. ISIN, description, security type ### US_OTC_DAILY - DAY Daily price and statistical data, e.g. closing price, settlement price, open interest #### US_OTC_DAILY - DAY Table Schema | Field | Data Type | Description | |-------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | OPEN | double | Open price for the current trading day | | HIGH | double | DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval | | LOW | double | DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval | | CLOSE | double | Closing price | | VOLUME | long | DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | ### US_OTC_DAILY - STAT Static data, e.g. ISIN, description, security type #### US_OTC_DAILY - STAT Table Schema | Field | Data Type | Description | |---------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | NAME | string[100] | Description of the instrument | | ISIN | string[12] | ISIN code | | EXCH_SYMBOL | string[20] | Ticker symbol specified by the exchange | | PREV_SYMBOL | string[20] | Previous ticker symbol, in the event of a symbol change | | MIC | string[4] | Market Identifier Code (MIC, ISO 10383) identifying the market on which the instrument is traded | | OPERATING_MIC | string[4] | Market Identifier Code (MIC, ISO 10383) of the exchange that operates the market on which the instrument is traded | | SEC_TYPE | string[40] | Security type, e.g. Equity, ETF, Future | | CURRENCY | string[3] | Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal). | | LOT_SIZE | double | All standard order sizes must be an integer multiple of the Lot Size | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. |